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
Verlag: Cambridge University Press, 2008

Inhaltsangabe

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

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Über die Autorinnen und Autoren

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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Verlag
Cambridge University Press
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
0521689546
ISBN 13 
9780521689540
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
308
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Frankreich

Weitere beliebte Ausgaben desselben Titels

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

Vorgestellte Ausgabe

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