Coverart for item
The Resource Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher, (electronic resource)

Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher, (electronic resource)

Label
Advances in credit risk modelling and corporate bankruptcy prediction
Title
Advances in credit risk modelling and corporate bankruptcy prediction
Statement of responsibility
edited by Stewart Jones and David A. Hensher
Title variation
Advances in Credit Risk Modelling & Corporate Bankruptcy Prediction
Contributor
Editor
Subject
Language
eng
Summary
The 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. --
Member of
Assigning source
Provided by publisher
Cataloging source
UkCbUP
Index
index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
  • 1964-
  • 1947-
http://library.link/vocab/relatedWorkOrContributorName
  • Jones, Stewart
  • Hensher, David A.
Series statement
  • Quantitative methods for applied economics and business research
  • Cambridge Social Sciences eBooks
http://library.link/vocab/subjectName
  • Credit
  • Risk management
  • Bankruptcy
Label
Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1017/CBO9780511754197
Instantiates
Publication
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
CR9780511754197
Dimensions
unknown
Extent
1 online resource (x, 298 pages)
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780511754197
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)320897708
Label
Advances in credit risk modelling and corporate bankruptcy prediction, edited by Stewart Jones and David A. Hensher, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1017/CBO9780511754197
Publication
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
CR9780511754197
Dimensions
unknown
Extent
1 online resource (x, 298 pages)
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780511754197
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)320897708

Library Locations

    • Badia FiesolanaBorrow it
      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
Processing Feedback ...