TY - BOOK AU - Jones,Stewart AU - Hensher,David A. TI - Advances in credit risk modelling and corporate bankruptcy prediction T2 - Quantitative methods for applied economics and business research SN - 9780511429897 AV - HG4026 .A342 2008eb U1 - 658.8/82 22 PY - 2008/// CY - Cambridge, UK, New York PB - Cambridge University Press KW - Credit KW - Management KW - Risk management KW - Bankruptcy KW - Forecasting KW - Risk Management KW - Crédit KW - Gestion KW - Gestion du risque KW - risk management KW - aat KW - BUSINESS & ECONOMICS KW - Marketing KW - General KW - bisacsh KW - Distribution KW - fast KW - Electronic books N1 - 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 N2 - A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice UR - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=244561 ER -