Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research) - Softcover

Jones, Stewart

 
9780521689540: Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)
Softcover
ISBN 10: 0521689546 ISBN 13: 9780521689540
Publisher: Cambridge University Press, 2008

Synopsis

A compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice.

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About the Authors

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.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2008
Language
English
ISBN 10 
0521689546
ISBN 13 
9780521689540
Binding
Paperback
Edition number
1
Number of pages
308

Other Popular Editions of the Same Title

9780521869287: Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)

Featured Edition

ISBN 10:  0521869285 ISBN 13:  9780521869287
Publisher: Cambridge University Press, 2008
Hardcover