| Document Type
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BL
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| Record Number
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705729
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| Doc. No
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b527918
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| Title & Author
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Advances in credit risk modelling and corporate bankruptcy prediction /\ edited by Stewart Jones and David A. Hensher
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| Publication Statement
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Cambridge, UK ;New York :: Cambridge University Press,, 2008
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| Series Statement
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Quantitative methods for applied economics and business research
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| Page. NO
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x, 298 pages :: illustrations ;; 26 cm
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| ISBN
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0521689546 (pbk. : alk. paper)
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: 0521869285 (hbk. : alk. paper)
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: 9780521689540 (pbk. : alk. paper)
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: 9780521869287 (hbk. : alk. paper)
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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
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| Subject
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Bankruptcy-- Forecasting
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| Subject
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Credit-- Management
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| Subject
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Risk management
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| Dewey Classification
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658.8/82
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| LC Classification
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HG4026.A342 2008
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| Added Entry
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Hensher, David A.,1947-
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Jones, Stewart,1964-
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