Incluye bibliografía

List of figures -- List of tables -- List of contributors -- Introduction / Stewart Jones and David A. Hensher -- 1. A statistical model for credit scoring / William H. Greene -- 2. Mixed logit and error component models of corporate insolvency and bankruptcy risk / David A. Hensher and Stewrt Jones -- 3. An evaluation of open- and closed -form distress prediction models: the nested logit and latent class models / David A. Hensher and Stewrt Jones -- 4. Survival analysis and omitted dividends / Marc J. Leclere -- 5. Non-parametric methods for credit risk analysis: neural networks and recursive partitioning techniques / Maurice Peat -- 6. Bankruptcy prediction and structural credit risk models / Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis -- 7. Default recovery rates and LGD in credit risk modelling and practice: an updated review of the literature and empirical evidence / Edward I. Altman -- 8. Credit derivatives: current practices and controversies / Stewart Jones and Maurice Peat -- 9. Local government distress in Australia: a latent class regression analysis / Stewart Jones and Robert G. Walker -- 10. A belief-function perspective to credit risk assessments / Rajendra P. Srivastava and Stewart Jones -- Index