Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
- ISBN-10
- 0521869285
- ISBN-13
- 9780521869287
- Category
- Business & Economics
- Language
- English
- Published
- 2008-09-25
- Publisher
- Cambridge University Press
- Authors
- David A. Hensher, Stewart Jones
Description
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.
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