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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction - Quantitative Methods for Applied Economics and Business Research
Stewart Jones
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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction - Quantitative Methods for Applied Economics and Business Research
Stewart Jones
A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. An ideal resource for academics, practitioners and regulators.
312 pages, 18 b/w illus. 39 tables
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 25 de setembro de 2008 |
| ISBN13 | 9780521869287 |
| Editoras | Cambridge University Press |
| Gênero | Aspects (Academic) > Business Aspects |
| Páginas | 312 |
| Dimensões | 249 × 180 × 23 mm · 754 g |
| Idioma | English |
| Editor | Hensher, David A. (University of Sydney) |
| Editor | Jones, Stewart (University of Sydney) |
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