LEADER 00000cam a2200373 a 4500 
001    15554922 
005    20081211132002.0 
008    080421s2008    enka     b    001 0 eng   
010    2008017482 
020    9780521869287 (hbk. : alk. paper) 
020    0521869285 (hbk. : alk. paper) 
020    9780521689540 (pbk. : alk. paper) 
020    0521689546 (pbk. : alk. paper) 
035    (OCoLC)226984568 
035    (OCoLC)ocn226984568 
040    DLC|cDLC|dBTCTA|dBAKER|dYDXCP|dUKM|dOCLCG|dBWKUK|dBWK|dBWX
       |dCDX|dDLC 
050 00 HG4026|b.A342 2008 
245 00 Advances in credit risk modelling and corporate bankruptcy
       prediction /|cedited by Stewart Jones and David A. 
       Hensher. 
260    Cambridge, UK ;|aNew York :|bCambridge University Press,
       |c2008. 
300    x, 298 p. :|bill. ;|c26 cm. 
440  0 Quantitative methods for applied economics and business 
       research 
504    Includes bibliographical references and index. 
650  0 Credit|xManagement. 
650  0 Risk management. 
650  0 Bankruptcy|xForecasting. 
700 1  Jones, Stewart,|d1964- 
700 1  Hensher, David A.,|d1947- 
856 41 |3Table of contents only|uhttp://www.loc.gov/catdir/
       enhancements/fy0834/2008017482-t.html 
856 42 |3Contributor biographical information|uhttp://www.loc.gov
       /catdir/enhancements/fy0834/2008017482-b.html 
856 42 |3Publisher description|uhttp://www.loc.gov/catdir/
       enhancements/fy0834/2008017482-d.html 
907    .b15554922|b10-06-15|c09-30-11 
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       |t0|u0|v0|w0|x0|y.i14954217|z12-19-11|llsf 
945    HG4026|b.A342 2008|g0|i37522005470471|j0|on|p0.00|q-|r-|s-
       |t0|u1|v0|w0|x0|y.i15096622|z04-10-12|llsf 
998    ccq|b09-30-11|cm|db|en|feng|genk|h0