TY  - BOOK
AU  - Jones, Stewart, ed.
AU  - Hensher, David A, ed.
TI  - Advances in credit risk modelling and corporate bankruptcy prediction
T2  - Quantitative methods for applied economics and business research
SN  - 9780521689540
U1  - 658.882 
PY  - 2008///
CY  - Cambridge, Mass.
PB  - Cambridge Univertsity Press
KW  - GESTION DE LOS RIESGOS
KW  - RIESGO DEL CREDITO
KW  - QUIEBRA
KW  - AUSTRALIA
KW  - RIESGO DE SOLVENCIA
N1  - 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
ER  -