Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction Hardback (Quantitative Methods for Applied Economics and Business Research) - Tapa dura
Sinopsis
A compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice.
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Acerca de los autores
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 models, including Stated Choice Methods (Cambridge, 2000) and Applied Choice Analysis (Cambridge, 2005). He teaches discrete choice modelling to academic, business and government audiences, and is also a partner in Econometric Software, the developers of Nlogit and Limdep.
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ADVANCES IN CREDIT RISK MODELLING AND CORPORATE BANKRUPTCY PREDICTION
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Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)
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Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Hardcover)
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Cambridge University Press, Cambridge, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Hardcover. Condición: new. Hardcover. 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 and reduced form (intensity) modelling. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically-based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators. A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. An ideal resource for academics, practitioners and regulators. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
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Hardcover. Condición: Brand New. 1st edition. 280 pages. 9.84x6.54x0.94 inches. In Stock. This item is printed on demand. Nº de ref. del artículo: __0521869285
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)
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Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Condición: New. 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: 180 x 249 x 23. Weight in Grams: 754. . 2008. 1st Edition. hardcover. . . . . Nº de ref. del artículo: V9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
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Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
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Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)
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Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Hardcover)
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Cambridge University Press, Cambridge, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Hardcover. Condición: new. Hardcover. 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 and reduced form (intensity) modelling. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically-based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators. A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. An ideal resource for academics, practitioners and regulators. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780521869287
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
Publicado por
Cambridge University Press, 2008
ISBN 10: 0521869285
ISBN 13: 9780521869287
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation . Nº de ref. del artículo: 594766261
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