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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2008. gada 25. septembris |
| ISBN13 | 9780521869287 |
| Izdevēji | Cambridge University Press |
| Žanrs | Aspects (Academic) > Business Aspects |
| Lapas | 312 |
| Izmēri | 249 × 180 × 23 mm · 660 g |
| Valoda | Angļu |
| Redaktors | Hensher, David A. (University of Sydney) |
| Redaktors | Jones, Stewart (University of Sydney) |
