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

 
9780521869287: Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)
Hardcover
ISBN 10: 0521869285 ISBN 13: 9780521869287
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 
0521869285
ISBN 13 
9780521869287
Einband
Gebundene Ausgabe
Anzahl der Seiten
310
Herausgeber
Jones Stewart, Hensher David A.
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

Lengericher Landstr. 19
Osnabrück
Niedersachsen
49078
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780521689540: Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction (Quantitative Methods for Applied Economics and Business Research)

Vorgestellte Ausgabe

ISBN 10:  0521689546 ISBN 13:  9780521689540
Verlag: Cambridge University Press, 2008
Softcover