Advances in credit risk modelling and corporate bankruptcy prediction:
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...
Gespeichert in:
| Weitere Verfasser: | , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2008
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| Schriftenreihe: | Quantitative methods for applied economics and business research
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBG01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (x, 298 pages) |
| ISBN: | 9780511754197 |
| DOI: | 10.1017/CBO9780511754197 |
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| 520 | |a 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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Datensatz im Suchindex
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| dewey-full | 658.8/82 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
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| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV043920014 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:34Z |
| institution | BVB |
| isbn | 9780511754197 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029329097 |
| oclc_num | 851089102 |
| open_access_boolean | |
| owner | DE-12 DE-473 DE-BY-UBG DE-92 |
| owner_facet | DE-12 DE-473 DE-BY-UBG DE-92 |
| physical | 1 online resource (x, 298 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Quantitative methods for applied economics and business research |
| spelling | Advances in credit risk modelling and corporate bankruptcy prediction edited by Stewart Jones and David A. Hensher Advances in Credit Risk Modelling & Corporate Bankruptcy Prediction Cambridge Cambridge University Press 2008 1 online resource (x, 298 pages) txt rdacontent c rdamedia cr rdacarrier Quantitative methods for applied economics and business research Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Credit / Management Risk management Bankruptcy / Forecasting Kreditrisiko (DE-588)4114309-7 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Insolvenz (DE-588)4072843-2 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Insolvenz (DE-588)4072843-2 s Prognose (DE-588)4047390-9 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Kreditrisiko (DE-588)4114309-7 s 2\p DE-604 Jones, Stewart 1964- (DE-588)139244581 edt Hensher, David A. 1947- (DE-588)142773298 edt Erscheint auch als Druckausgabe 978-0-521-68954-0 Erscheint auch als Druckausgabe 978-0-521-86928-7 https://doi.org/10.1017/CBO9780511754197 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Advances in credit risk modelling and corporate bankruptcy prediction Credit / Management Risk management Bankruptcy / Forecasting Kreditrisiko (DE-588)4114309-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Insolvenz (DE-588)4072843-2 gnd Prognose (DE-588)4047390-9 gnd |
| subject_GND | (DE-588)4114309-7 (DE-588)4114528-8 (DE-588)4072843-2 (DE-588)4047390-9 |
| title | Advances in credit risk modelling and corporate bankruptcy prediction |
| title_alt | Advances in Credit Risk Modelling & Corporate Bankruptcy Prediction |
| title_auth | Advances in credit risk modelling and corporate bankruptcy prediction |
| title_exact_search | Advances in credit risk modelling and corporate bankruptcy prediction |
| title_full | Advances in credit risk modelling and corporate bankruptcy prediction edited by Stewart Jones and David A. Hensher |
| title_fullStr | Advances in credit risk modelling and corporate bankruptcy prediction edited by Stewart Jones and David A. Hensher |
| title_full_unstemmed | Advances in credit risk modelling and corporate bankruptcy prediction edited by Stewart Jones and David A. Hensher |
| title_short | Advances in credit risk modelling and corporate bankruptcy prediction |
| title_sort | advances in credit risk modelling and corporate bankruptcy prediction |
| topic | Credit / Management Risk management Bankruptcy / Forecasting Kreditrisiko (DE-588)4114309-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd Insolvenz (DE-588)4072843-2 gnd Prognose (DE-588)4047390-9 gnd |
| topic_facet | Credit / Management Risk management Bankruptcy / Forecasting Kreditrisiko Mathematisches Modell Insolvenz Prognose |
| url | https://doi.org/10.1017/CBO9780511754197 |
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