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关于信用风险的研究的一些前沿的报告，一篇是IMF working paper,另外一篇是一本书
Advanced in Credit Risk Modeling and corporate bankruptcy prediction
回复可见书的目录
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local]1[/local]

Advanced in Credit Risk Modeling and corporate bankruptcy prediction

edited by Stewart Jones and Davi A.Hensher


1 A statistical model for credit scoring 14
William H. Greene
2 Mixed logit and error component models of corporate insolvency
and bankruptcy risk 44
David A. Hensher and Stewart Jones
3 An evaluation of open- and closed-form distress prediction
models: The nested logit and latent class models 80
Stewart Jones and David A. Hensher
4 Survival analysis and omitted dividends 114
Marc J. Leclere
5 Non-parametric methods for credit risk analysis: Neural networks
and recursive partitioning techniques 137
Maurice Peat
6 Bankruptcy prediction and structural credit risk models 154
Andreas Charitou, Neophytos Lambertides and Lenos Trigeorgis
7 Default recovery rates and LGD in credit risk modelling and
practice: An updated review of the literature and empirical evidence 175
Edward I. Altman
8 Credit derivatives: Current practices and controversies 207
Stewart Jones and Maurice Peat
9 Local government distress in Australia: A latent class regression
analysis 242
Stewart Jones and Robert G. Walker
10 A belief-function perspective to credit risk assessments 269
Rajendra P. Srivastava and Stewart Jones
Index 295


Recent advance in credit risk.pdf (708.18 KB, 需要: 3 个论坛币)

2010-10-22 11:41:39 上传

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IMF working Paper

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关键词：信用风险 Partitioning credit risk perspective Assessments 风险 信用

好东西，先收藏了。。

谢谢分享，要是免费更好

谢谢分享，要是免费更好
本文来自: 人大经济论坛 保险精算与风险管理 版，详细出处参考：http://www.pinggu.org/bbs/viewth ... 1&from^^uid=22245

多谢分享 学习学ixi

ding ni ding ni

xuexixuexi

下来看看 先谢谢啦

都挺贵，好像不太适合