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Hoofdkenmerken

Auteur:	Hensher, David A.
Redactie:	Hensher, David A. (University of Sydney)
Titel:	Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
Uitgever:	Cambridge University Press
ISBN:	9780521689540
Serie:	Quantitative Methods for Applied Economics and Business Research
Serie:	Quantitative Methods for Applied Economics and Business Research
Land van oorsprong:	United Kingdom
Prijs:	€ 63.80
Verschijningsdatum:	25-09-2008
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Categorie:	Credit & credit institutions
Geillustreerd:	39 Tables, unspecified; 18 Line drawings, unspecified
Dewey code:	332.7011

Technische kenmerken

Verschijningsvorm:	Paperback / softback
Paginas:	312
Hoogte mm.:	245
Breedte mm.:	176
Dikte mm.:	17
Gewicht gr.:	622

 

Inhoud:

A thorough compendium of credit risk modelling approaches, including several new techniques that extend the horizons of future research and practice. Models and techniques are illustrated with empirical examples and are accompanied by a careful explanation of model derivation issues. An ideal resource for academics, practitioners and regulators.