Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research) - Softcover

Jones, Stewart

Softcover

ISBN 10: 0521689546 ISBN 13: 9780521689540

Verlag: Cambridge University Press, 2008

Inhaltsangabe

A compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice.

Über diesen Titel

Über die Autorinnen und Autoren

Stewart Jones is Professor of Accounting at the University of Sydney. He has published extensively in the area of credit risk and corporate bankruptcy, and is co-editor of the leading international accounting and finance journal, Abacus.

David Hensher is Professor of Management at the University of Sydney. He is the author of numerous books and articles on discrete choice models, including Stated Choice Methods (Cambridge, 2000) and Applied Choice Analysis (Cambridge, 2005). He teaches discrete choice modelling to academic, business and government audiences, and is also a partner in Econometric Software, the developers of Nlogit and Limdep.

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 0521689546
• ISBN 13: 9780521689540
• Einband: Taschenbuch
• Auflage: 1
• Anzahl der Seiten: 308
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland