Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
A compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice.
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Produktdetails
Weitere Autoren: Hensher, David A. (University of Sydney) (Hrsg.)
- ISBN: 978-0-521-86928-7
- EAN: 9780521869287
- Produktnummer: 4004350
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2008
- Seitenangabe: 312 S.
- Masse: H18.0 cm x B24.9 cm x D2.3 cm 754 g
- Abbildungen: 39 Tables, unspecified; 18 Line drawings, unspecified
- Gewicht: 754
- Sonstiges: Postgraduate, Research & Scholarly
Über den Autor
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.
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