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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Jones, Stewart, 1964-, Hensher, David A., 1947-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2008.
Colección:Quantitative methods for applied economics and business research.
Temas:
Credit > Management.
Risk management.
Bankruptcy > Forecasting.
Risk Management
Crédit > Gestion.
Gestion du risque.
risk management.
BUSINESS & ECONOMICS > Marketing > General.
BUSINESS & ECONOMICS > Distribution.
Bankruptcy > Forecasting
Credit > Management
Risk management
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

Ejemplares similares