Advances in credit risk modelling and corporate bankruptcy prediction /

Advances in credit risk modelling and corporate bankruptcy prediction /

Bibliographic Details
Other Authors: Jones, Stewart, ed, Hensher, David A, ed
Format: Book
Language:English
Published: Cambridge, Mass. : Cambridge Univertsity Press, 2008
Series:Quantitative methods for applied economics and business research
Subjects:
GESTION DE LOS RIESGOS
RIESGO DEL CREDITO
QUIEBRA
AUSTRALIA
RIESGO DE SOLVENCIA

MARC

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245 0 0 |a Advances in credit risk modelling and corporate bankruptcy prediction /  |c edited by Stewart Jones and David A. Hensher. 
260 |a Cambridge, Mass. :  |b Cambridge Univertsity Press,  |c 2008 
300 |a x, 298 p. :   |b il. 
490 0 |a Quantitative methods for applied economics and business research 
504 |a Incluye bibliografía 
505 0 |a List of figures -- List of tables -- List of contributors -- Introduction / Stewart Jones and David A. Hensher -- 1. A statistical model for credit scoring / William H. Greene -- 2. Mixed logit and error component models of corporate insolvency and bankruptcy risk / David A. Hensher and Stewrt Jones -- 3. An evaluation of open- and closed -form distress prediction models: the nested logit and latent class models / David A. Hensher and Stewrt Jones -- 4. Survival analysis and omitted dividends / Marc J. Leclere -- 5. Non-parametric methods for credit risk analysis: neural networks and recursive partitioning techniques / Maurice Peat -- 6. Bankruptcy prediction and structural credit risk models / Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis -- 7. Default recovery rates and LGD in credit risk modelling and practice: an updated review of the literature and empirical evidence / Edward I. Altman -- 8. Credit derivatives: current practices and controversies / Stewart Jones and Maurice Peat -- 9. Local government distress in Australia: a latent class regression analysis / Stewart Jones and Robert G. Walker -- 10. A belief-function perspective to credit risk assessments / Rajendra P. Srivastava and Stewart Jones -- Index 
650 4 |a GESTION DE LOS RIESGOS  |9 2595 
650 4 |a RIESGO DEL CREDITO  |9 2258 
650 4 |a QUIEBRA  |9 1366 
651 4 |a AUSTRALIA  |9 204 
653 4 |a RIESGO DE SOLVENCIA 
700 |a Jones, Stewart, ed. 
700 |a Hensher, David A, ed. 
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