MEAFA is delighted to announce the release of Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction by Professor Stewart Jones and Professor David Hensher.
Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction is part of the Cambridge University Press series Quantitative Methods for Applied Economics and Business Research and will be made available in September 2008.
The list of contributors to this important volume of collected works consists of
Stewart Jones, David A. Hensher, William H. Greene, Marc J. Leclere, Maurice Peat, Andreas Charitou, Neophytos Lambertides, Lenos Trigeorgis, Edward I. Altman, Robert G. Walker, and Rajendra P. Srivastava.
Two MEAFA members have contributed to this work. Prof Stewart Jones is the co-editor of the book and together with Dr Maurice Peat they contributed a chapter on 'Credit Derivatves: Current Practices and Controversies' in Advances in the Modelling of Credit Risk and Corporate Bankruptcy'.