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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
Stewart Jones (Ed.)
€ 51.99
€ 46.81
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Description for Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
paperback. A compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Editor(s): Jones, Stewart; Hensher, David A. Series: Quantitative Methods for Applied Economics and Business Research. Num Pages: 312 pages, 18 b/w illus. 39 tables. BIC Classification: GPQD; KFFH; KFFL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 245 x 176 x 17. Weight in Grams: 622.
The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Topics covered include probit models (in particular bivariate probit modelling), advanced logistic regression models (in particular mixed logit, nested logit and latent class models), survival analysis models, non-parametric techniques (particularly neural networks and recursive partitioning models), structural models ... Read more
The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Topics covered include probit models (in particular bivariate probit modelling), advanced logistic regression models (in particular mixed logit, nested logit and latent class models), survival analysis models, non-parametric techniques (particularly neural networks and recursive partitioning models), structural models ... Read more
Product Details
Format
Paperback
Publication date
2008
Publisher
Cambridge University Press United Kingdom
Number of pages
312
Condition
New
Series
Quantitative Methods for Applied Economics and Business Research
Number of Pages
312
Place of Publication
Cambridge, United Kingdom
ISBN
9780521689540
SKU
V9780521689540
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-20
About Stewart Jones (Ed.)
Stewart Jones is Professor of Accounting at the University of Sydney. He has published extensively in the area of credit risk and corporate bankruptcy, and is co-editor of the leading international accounting and finance journal, Abacus. David Hensher is Professor of Management at the University of Sydney. He is the author of numerous books and articles on discrete choice ... Read more
Reviews for Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
'… if you wish to learn more about the nature of the financial instruments that have brought the world to its knees, then this … is a useful starting point.' The Times Higher Education Supplement