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Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction

Engelsk Paperback

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction

Engelsk Paperback
Tjek vores konkurrenters priser
The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Topics covered include probit models (in particular bivariate probit modelling), advanced logistic regression models (in particular mixed logit, nested logit and latent class models), survival analysis models, non-parametric techniques (particularly neural networks and recursive partitioning models), structural models and reduced form (intensity) modelling. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically-based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators.
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The field of credit risk and corporate bankruptcy prediction has gained considerable momentum following the collapse of many large corporations around the world, and more recently through the sub-prime scandal in the United States. This book provides a thorough compendium of the different modelling approaches available in the field, including several new techniques that extend the horizons of future research and practice. Topics covered include probit models (in particular bivariate probit modelling), advanced logistic regression models (in particular mixed logit, nested logit and latent class models), survival analysis models, non-parametric techniques (particularly neural networks and recursive partitioning models), structural models and reduced form (intensity) modelling. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. This practical and empirically-based approach makes the book an ideal resource for all those concerned with credit risk and corporate bankruptcy, including academics, practitioners and regulators.
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Se mere i:
Produktdetaljer
Sprog: Engelsk
Sider: 312
ISBN-13: 9780521689540
Indbinding: Paperback
Udgave:
ISBN-10: 0521689546
Kategori: Risikovurdering
Udg. Dato: 25 sep 2008
Længde: 17mm
Bredde: 176mm
Højde: 245mm
Forlag: Cambridge University Press
Oplagsdato: 25 sep 2008
Forfatter(e):
Forfatter(e)

Kategori Risikovurdering

ISBN-13 9780521689540

Sprog Engelsk

Indbinding Paperback

Sider 312

Udgave

Længde 17mm

Bredde 176mm

Højde 245mm

Udg. Dato 25 sep 2008

Oplagsdato 25 sep 2008

Forlag Cambridge University Press

Kategori sammenhænge