Advances in credit risk modelling and corporate bankruptcy prediction / edited by Stewart Jones and David A. Hensher.
Material type:
TextSeries: Quantitative methods for applied economics and business researchPublication details: Cambridge : Cambridge University Press, 2008Description: 260 p. : illISBN: 9780521689540 (pbk.) :; 0521689546 (pbk.) :; 9780521869287 (hbk.) :; 0521869285 (hbk.) :Subject(s): Credit -- Management | Risk management | Bankruptcy -- ForecastingDDC classification: 658.8'82 Summary: A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice.
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Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.882 ADV (Browse shelf(Opens below)) | Issued | 25/11/2024 | 06205496 | ||
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Paul Hamlyn Library | Paul Hamlyn Library | Floor 3 | 658.882 ADV (Browse shelf(Opens below)) | Available | 06205526 |
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Includes bibliographical references and index.
A compendium of credit risk modelling approaches, this text includes several new techniques that extend the horizons of future research and practice.
Specialized.
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