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| 005 | 20221109233752.0 | ||
| 008 | 100817s2008 enka b 001 0 eng d | ||
| 010 | _a 2008017482 | ||
| 011 | _aBIB MATCHES WORLDCAT | ||
| 020 |
_a0521869285 _qhbk. (alk. paper) |
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| 020 |
_a9780521869287 _qhbk. (alk. paper) |
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| 020 |
_a0521689546 _qpbk. (alk. paper) |
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| 020 |
_a9780521689540 _qpbk. (alk. paper) |
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| 035 | _a(OCoLC)226984568 | ||
| 040 |
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_aHG4026 _b.A342 2008 |
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_a658.882 _222 |
| 245 | 0 | 0 |
_aAdvances in credit risk modelling and corporate bankruptcy prediction / _cedited by Stewart Jones and David A. Hensher. |
| 264 | 1 |
_aCambridge, U.K. ; _aNew York : _bCambridge University Press, _c2008. |
|
| 300 |
_ax, 298 pages : _billustrations ; _c26 cm. |
||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_aunmediated _bn _2rdamedia |
||
| 338 |
_avolume _bnc _2rdacarrier |
||
| 490 | 1 | _aQuantitative methods for applied economics and business research | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aA statistical model for credit scoring / William H. Greene -- Mixed logit and error component models of corporate insolvency and bankruptcy risk / David A. Hensher and Stewart Jones -- An evaluation of open- and closed-form distress prediction models : the nested logit and latent class models / Stewart Jones and David A. Hensher -- Survival analysis and omitted dividends / Marc J. Leclere -- Non-parametric methods for credit risk analysis : neural networks and recursive partitioning techniques / Maurice Peat -- Bankruptcy prediction and structural credit risk models / Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis -- Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence / Edward I. Altman -- Credit derivatives : current practices and controversies / Stewart Jones and Maurice Peat -- Local government distress in Australia : a latent class regression analysis / Stewart Jones and Robert G. Walker -- A belief-function perspective to credit risk assessments / Rajendra P. Srivastava and Stewart Jones. | |
| 520 | 1 | _a"This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators."--BOOK JACKET. | |
| 588 | _aMachine converted from AACR2 source record. | ||
| 650 | 0 |
_aCredit _xManagement. _9316316 |
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| 650 | 0 |
_aRisk management. _9323444 |
|
| 650 | 0 |
_aBankruptcy _xForecasting _9627479 |
|
| 700 | 1 |
_aJones, Stewart, _d1964- _eeditor. _9404314 |
|
| 700 | 1 |
_aHensher, David A., _d1947- _eeditor. _9306144 |
|
| 830 | 0 |
_aQuantitative methods for applied economics and business research. _91070520 |
|
| 856 | 4 | 2 |
_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0834/2008017482-b.html |
| 907 |
_a.b11735879 _b10-06-19 _c27-10-15 |
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