000			02647nam a22003978i 4500
001			CR9780511754197
003			UkCbUP
005			20200124160227.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			100422s2008||||enk o ||1 0|eng|d
020			_a9780511754197 (ebook)
020			_z9780521869287 (hardback)
020			_z9780521689540 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHG4026 _b.A342 2008
082	0	0	_a658.8/82 _222
245	0	0	_aAdvances in credit risk modelling and corporate bankruptcy prediction / _cedited by Stewart Jones and David A. Hensher.
246	3		_aAdvances in Credit Risk Modelling & Corporate Bankruptcy Prediction
264		1	_aCambridge : _bCambridge University Press, _c2008.
300			_a1 online resource (x, 298 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aQuantitative methods for applied economics and business research
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aThe 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	_aCredit _xManagement.
650		0	_aRisk management.
650		0	_aBankruptcy _xForecasting.
700	1		_aJones, Stewart, _d1964- _eeditor.
700	1		_aHensher, David A., _d1947- _eeditor.
776	0	8	_iPrint version: _z9780521869287
830		0	_aQuantitative methods for applied economics and business research.
856	4	0	_uhttps://doi.org/10.1017/CBO9780511754197
999			_c517298 _d517296