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Advances in credit risk modelling and corporate bankruptcy prediction /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Advances in credit risk modelling and corporate bankruptcy prediction // edited by Stewart Jones and David A. Hensher.
其他題名:	Advances in Credit Risk Modelling & Corporate Bankruptcy Prediction
其他作者:	Hensher, David A.,
面頁冊數:	1 online resource (x, 298 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	Bankruptcy - Forecasting. -
電子資源:	https://doi.org/10.1017/CBO9780511754197
ISBN:	9780511754197 (ebook)

Advances in credit risk modelling and corporate bankruptcy prediction /
Advances in credit risk modelling and corporate bankruptcy prediction /Advances in Credit Risk Modelling & Corporate Bankruptcy Predictionedited by Stewart Jones and David A. Hensher. - 1 online resource (x, 298 pages) :digital, PDF file(s). - Quantitative methods for applied economics and business research. - Quantitative methods for applied economics and business research..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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.

ISBN: 9780511754197 (ebook)Subjects--Topical Terms:

716294
Bankruptcy
--Forecasting.

LC Class. No.: HG4026 / .A342 2008

Dewey Class. No.: 658.8/82

Advances in credit risk modelling and corporate bankruptcy prediction /
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