| Description |
1 online resource (x, 298 pages) : illustrations |
| Series |
Quantitative methods for applied economics and business research |
|
Quantitative methods for applied economics and business research.
|
| 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.
|
|
Risk management.
|
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Bankruptcy -- Forecasting
|
|
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
|
| Form |
Electronic book
|
| Author |
Jones, Stewart, 1964-
|
|
Hensher, David A., 1947-
|
| ISBN |
9780511429897 |
|
0511429894 |
|
9780511426827 |
|
0511426828 |
|
0511429517 |
|
9780511429514 |
|
0511428391 |
|
9780511428395 |
|
9780511754197 |
|
0511754191 |
|
