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The Resource Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher

Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher

Label
Advances in credit risk modelling and corporate bankruptcy prediction
Title
Advances in credit risk modelling and corporate bankruptcy prediction
Statement of responsibility
edited by Stewart Jones and David A. Hensher
Contributor
Subject
Language
eng
Summary
A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice
Member of
Dewey number
658.8/82
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1964-
  • 1947-
http://library.link/vocab/relatedWorkOrContributorName
  • Jones, Stewart
  • Hensher, David A.
Series statement
Quantitative methods for applied economics and business research
http://library.link/vocab/subjectName
  • Credit
  • Risk management
  • Bankruptcy
Label
Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Color
multicolored
Contents
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
Control code
ocn320897708
Dimensions
unknown
Extent
1 online resource (x, 298 pages)
File format
unknown
Form of item
online
Isbn
9780511428395
Level of compression
unknown
Note
eBooks on EBSCOhost
Other physical details
illustrations
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)320897708
Label
Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Color
multicolored
Contents
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
Control code
ocn320897708
Dimensions
unknown
Extent
1 online resource (x, 298 pages)
File format
unknown
Form of item
online
Isbn
9780511428395
Level of compression
unknown
Note
eBooks on EBSCOhost
Other physical details
illustrations
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)320897708

Library Locations

    • InternetBorrow it
      Albany, Auckland, 0632, NZ
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