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
945 HG4026|b.A342 2008|g0|i37522005470489|j0|on|p0.00|q-|r-|s-
|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
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