<p>[UseMoney=10]<br/>[/UseMonney]</p><p>List of figures page vii<br/>List of tables viii<br/>List of contributors x<br/>Introduction 1<br/>Stewart Jones and David A. Hensher<br/>1 A statistical model for credit scoring 14<br/>2 Mixed logit and error component models of corporate insolvency<br/>and bankruptcy risk 44<br/>3 An evaluation of open- and closed-form distress prediction<br/>models: The nested logit and latent class models 80<br/>4 Survival analysis and omitted dividends 114<br/>5 Non-parametric methods for credit risk analysis: Neural networks<br/>and recursive partitioning techniques 137<br/>6 Bankruptcy prediction and structural credit risk models 154<br/>7 Default recovery rates and LGD in credit risk modelling and<br/>practice: An updated review of the literature and empirical evidence 175<br/>8 Credit derivatives: Current practices and controversies 207<br/>Stewart Jones and Maurice Peat<br/>9 Local government distress in Australia: A latent class regression<br/>analysis 242<br/>Stewart Jones and Robert G. Walker<br/>10 A belief-function perspective to credit risk assessments 269<br/>Rajendra P. Srivastava and Stewart Jones<br/>Index 295</p>