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Advances in credit risk modelling and corporate bankruptcy prediction /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Advances in credit risk modelling and corporate bankruptcy prediction // edited by Stewart Jones and David A. Hensher.
remainder title:	Advances in Credit Risk Modelling & Corporate Bankruptcy Prediction
other author:	Jones, Stewart,
Description:	1 online resource (x, 298 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Credit - Management. -
Online resource:	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:

591562
Credit
--Management.

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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050 0 0 $a HG4026 $b .A342 2008
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245 0 0 $a Advances in credit risk modelling and corporate bankruptcy prediction / $c edited by Stewart Jones and David A. Hensher.
246 3 $a Advances in Credit Risk Modelling & Corporate Bankruptcy Prediction
264 1 $a Cambridge : $b Cambridge University Press, $c 2008.
300 $a 1 online resource (x, 298 pages) : $b digital, PDF file(s).
336 $a text $b txt $2 rdacontent
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490 1 $a Quantitative methods for applied economics and business research
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a 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.
650 0 $a Credit $x Management. $3 591562
650 0 $a Risk management. $3 559158
650 0 $a Bankruptcy $x Forecasting. $3 716294
700 1 $a Jones, Stewart, $d 1964- $e editor. $3 1444533
700 1 $a Hensher, David A., $d 1947- $3 1343142
776 0 8 $i Print version: $z 9780521869287
830 0 $a Quantitative methods for applied economics and business research. $3 1442144
856 4 0 $u https://doi.org/10.1017/CBO9780511754197