Advances in credit risk modelling and corporate bankruptcy prediction / edited by Stewart Jones and David A. Hensher.
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
- text
- computer
- online resource
- 9780511429897
- 0511429894
- 9780511426827
- 0511426828
- 0511429517
- 9780511429514
- 0511428391
- 9780511428395
- 9780511754197
- 0511754191
- 658.8/82 22
- HG4026 .A342 2008eb
Item type | Home library | Collection | Call number | Materials specified | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus | E-Books EBSCO | Available |
Includes bibliographical references and index.
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.
Print version record.
A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice.
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