Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction - Quantitative Methods for Applied Economics and Business Research - Stewart Jones - Books - Cambridge University Press - 9780521689540 - September 25, 2008
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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

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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 25, 2008
ISBN13 9780521689540
Publishers Cambridge University Press
Pages 312
Dimensions 176 × 245 × 17 mm   ·   622 g
Editor Hensher, David A. (University of Sydney)
Editor Jones, Stewart (University of Sydney)
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