Advances in credit risk modelling and corporate bankruptcy prediction /
نام عام مواد
[Book]
نام نخستين پديدآور
edited by Stewart Jones and David A. Hensher
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
New York :
نام ناشر، پخش کننده و غيره
Cambridge University Press,
تاریخ نشرو بخش و غیره
2008
مشخصات ظاهری
نام خاص و کميت اثر
x, 298 pages :
ساير جزييات
illustrations ;
ابعاد
26 cm
فروست
عنوان فروست
Quantitative methods for applied economics and business research
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index
یادداشتهای مربوط به مندرجات
متن يادداشت
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