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LEADER 02635cam a22005894a 4500

001 ocn226984568;

003 OCoLC;

005 20141212011116.0;

008 080421s2008 enka b 001 0 eng ;

010 a| 2008017482;

015 a| GBA8827812| bnb;

016 7 a| 0146564712| Uk;

020 a| 9780521869287 (hbk. : alk. paper);

020 a| 0521869285 (hbk. : alk. paper);

020 a| 9780521689540 (pbk. : alk. paper);

020 a| 0521689546 (pbk. : alk. paper);

035 a| (Sirsi) o226984568;

035 a| (OCoLC)226984568;

049 a| EREE;

050 00 a| HG4026b| .A342 2008;

082 00 a| 658.8/822| 22;

245 00 a| Advances in credit risk modelling and corporate bankruptcy prediction /c| edited by Stewart Jones and David A. Hensher.;

260 a| Cambridge, UK ;a| New York :b| Cambridge University Press,c| 2008.;

300 a| x, 298 pages :b| illustrations ;c| 26 cm.;

336 a| text2| rdacontent;

337 a| unmediated2| rdamedia;

338 a| volume2| rdacarrier;

490 1 a| Quantitative methods for applied economics and business research;

504 a| Includes bibliographical references and index.;

650 0 a| Creditx| Management.=| ^A27576;

650 0 a| Risk management.=| ^A117330;

650 0 a| Bankruptcyx| Forecasting.=| ^A85190;

700 1 a| Jones, Stewart,d| 1964-=| ^A791279;

700 1 a| Hensher, David A.,d| 1947-=| ^A84780;

830 0 a| Quantitative methods for applied economics and business research.=| ^A791278;

856 42 3| Contributor biographical informationu| http://www.loc.gov/catdir/enhancements/fy0834/2008017482-b.html;

856 42 3| Publisher descriptionu| http://www.loc.gov/catdir/enhancements/fy0834/2008017482-d.html;

856 41 3| Table of contents onlyu| http://www.loc.gov/catdir/enhancements/fy0834/2008017482-t.html;

994 a| 92b| ERE;

910 a| PromptCat;

938 a| Baker & Taylorb| BKTYc| 48.00d| 48.00i| 0521689546n| 0007787536s| active;

938 a| Baker & Taylorb| BKTYc| 120.00d| 120.00i| 0521869285n| 0007787535s| active;

938 a| Baker and Taylorb| BTCPn| 2008017482;

938 a| Blackwell Book Service UKb| BBUKn| L7796959c| 60.00;

938 a| YBP Library Servicesb| YANKn| 2835244;

938 a| Blackwell Book Serviceb| BBUSn| R1744039c| $48.00;

938 a| Coutts Information Servicesb| COUTn| 8186082;

980 a| 2008-12-05b| 48d| 0e| 45.6f| 572973g| 30372013952350h| 40016051709i| HG 4026 .A342 2008;

596 a| 1;

998 a| 1442351;

999 a| HG 4026 .A342 2008w| LCc| 1i| 30372013952350d| 12/19/2008l| JGESm| JOYNERr| Ys| Yt| JGESBKu| 12/11/2008x| BOOKz| JSTACKSo| .STAFF. 0;

Advances in credit risk modelling and corporate bankruptcy prediction / edited by Stewart Jones and David A. Hensher.

Other author	Jones, Stewart, 1964-
Other author	Hensher, David A., 1947-
Format	Book
Publication Info	Cambridge, UK ; New York : Cambridge University Press, 2008.
Description	x, 298 pages : illustrations ; 26 cm.
Supplemental Content	Contributor biographical information
Supplemental Content	Publisher description
Supplemental Content	Table of contents only
Subjects	Credit--Management. Risk management. Bankruptcy--Forecasting.

Series	Quantitative methods for applied economics and business research Quantitative methods for applied economics and business research. ^A791278
Bibliography note	Includes bibliographical references and index.
LCCN	2008017482
ISBN	9780521869287 (hbk. : alk. paper)
ISBN	0521869285 (hbk. : alk. paper)
ISBN	9780521689540 (pbk. : alk. paper)
ISBN	0521689546 (pbk. : alk. paper)

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Joyner	General Stacks	HG 4026 .A342 2008	✔ Available	Place Hold

Advances in credit risk modelling and corporate bankruptcy prediction / edited by Stewart Jones and David A. Hensher.

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