Description |
1 online resource (x, 298 pages) : illustrations |
Series |
Quantitative methods for applied economics and business research |
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Quantitative methods for applied economics and business research.
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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 |
Summary |
A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice |
Bibliography |
Includes bibliographical references and index |
Notes |
Print version record |
Subject |
Credit -- Management.
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Risk management.
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Bankruptcy -- Forecasting
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Risk Management
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risk management.
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BUSINESS & ECONOMICS -- Marketing -- General.
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BUSINESS & ECONOMICS -- Distribution.
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Bankruptcy -- Forecasting
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Credit -- Management
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Risk management
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Form |
Electronic book
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Author |
Jones, Stewart, 1964-
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Hensher, David A., 1947-
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ISBN |
9780511429897 |
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0511429894 |
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9780511426827 |
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0511426828 |
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0511429517 |
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9780511429514 |
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0511428391 |
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9780511428395 |
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9780511754197 |
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0511754191 |
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