Buch, Englisch, 312 Seiten, Format (B × H): 175 mm x 250 mm, Gewicht: 717 g
Reihe: Quantitative Methods for Applied Economics and Business Research
Buch, Englisch, 312 Seiten, Format (B × H): 175 mm x 250 mm, Gewicht: 717 g
Reihe: Quantitative Methods for Applied Economics and Business Research
ISBN: 978-0-521-86928-7
Verlag: Cambridge University Press
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Risikobewertung, Risikotheorie
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen
Weitere Infos & Material
List of figures; List of tables; List of contributors; Introduction Stewart Jones and David A. Hensher; 1. A statistical model for credit scoring William H. Greene; 2. Mixed Logit and error component models of corporate insolvency and bankruptcy risk Stewart Jones and David A. Hensher; 3. An evaluation of open and closed form distress prediction models: the nested Logit and latent class models Stewart Jones and David A. Hensher; 4. Survival analysis and omitted dividends Marc J. Leclere; 5. Non-parametric methods for credit risk analysis: neural networks and recursive partitioning techniques Maurice Peat; 6. Bankruptcy prediction and structural credit risk models Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis; 7. Default recovery rates and LGD in credit risk modeling and practice: an updated review of the literature and empirical evidence Edward I. Altman; 8. Credit derivatives: current practices and controversies Stewart Jones and Maurice Peat; 9. Local government distress in Australia: a latent class regression analysis Stewart Jones and Robert G. Walker; 10. A belief-function perspective to credit risk assessments Rajendra P. Srivastava and Stewart Jones; Index.