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Advances in credit risk modelling and corporate bankruptcy prediction /
A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice.
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2008.
|
| Colección: | Quantitative methods for applied economics and business research.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Advances in credit risk modelling and corporate bankruptcy prediction / |c edited by Stewart Jones and David A. Hensher. |
| 260 | |a Cambridge, UK ; |a New York : |b Cambridge University Press, |c 2008. | ||
| 300 | |a 1 online resource (x, 298 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Quantitative methods for applied economics and business research | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a A 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. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Credit |x Management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Bankruptcy |x Forecasting. | |
| 650 | 2 | |a Risk Management | |
| 650 | 6 | |a Crédit |x Gestion. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Marketing |x General. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Distribution. |2 bisacsh | |
| 650 | 7 | |a Bankruptcy |x Forecasting |2 fast | |
| 650 | 7 | |a Credit |x Management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 700 | 1 | |a Jones, Stewart, |d 1964- | |
| 700 | 1 | |a Hensher, David A., |d 1947- | |
| 776 | 0 | 8 | |i Print version: |t Advances in credit risk modelling and corporate bankruptcy prediction. |d Cambridge, UK ; New York : Cambridge University Press, 2008 |z 9780521869287 |z 0521869285 |w (DLC) 2008017482 |w (OCoLC)226984568 |
| 830 | 0 | |a Quantitative methods for applied economics and business research. | |
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