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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
Engelsk Paperback
Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
Engelsk Paperback

577 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
312
ISBN-13:
9780521689540
Indbinding:
Paperback
Udgave:
ISBN-10:
0521689546
Kategori:
Udg. Dato:
25 sep 2008
Længde:
17mm
Bredde:
176mm
Højde:
245mm
Forlag:
Cambridge University Press
Oplagsdato:
25 sep 2008
Forfatter(e):
Kategori sammenhænge