Advances in credit risk modelling and corporate bankruptcy prediction /

• 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

Table of Contents:

• 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