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1. |
Record Nr. |
UNINA9910139014503321 |
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Autore |
Rosch Daniel |
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Titolo |
Credit securitisations and derivatives [[electronic resource] ] : challenges for the global markets / / Daniel Rosch, Harald Scheule |
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Pubbl/distr/stampa |
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ISBN |
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1-118-81850-4 |
1-299-46491-2 |
1-119-96604-3 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (464 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Capital assets pricing model |
Asset-backed financing - Europe |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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Credit Securitizations and Derivatives: Challenges for the Global Markets; Contents; Foreword; PART I INTRODUCTION; 1 Credit Securitizations and Derivatives; 1.1 Economic Cycles and Credit Portfolio Risk; 1.2 Credit Portfolio Risk Measurement; 1.3 Credit Portfolio Risk Tranching; 1.4 Credit Ratings; 1.5 Actuarial vs. Market Credit Risk Pricing; 1.6 Regulation; 1.7 Thank You; References; 2 Developments in Structured Finance Markets; 2.1 Impairments of Asset-Backed Securities and Outstanding Ratings; 2.2 Issuance of Asset-backed Securities and Outstanding Volume |
2.3 Global CDO Issuance and Outstanding VolumeConcluding Remarks; Notes; References; PART II CREDIT PORTFOLIO RISK MEASUREMENT; 3 Mortgage Credit Risk; 3.1 Introduction; 3.2 Five ""C""s of Credit and Mortgage Credit Risk; 3.3 Determinants of Mortgage Default, Loss Given Default and Exposure at Default; 3.3.1 Determinants of Mortgage Default; 3.3.2 Determinants of Mortgage LGD; 3.3.3 Determinants of Mortgage EAD; 3.4 Modeling Methods for Default, LGD and EAD; 3.5 Model Risk Management; 3.6 Conclusions; References; 4 Credit Portfolio Correlations and Uncertainty; 4.1 Introduction |
4.2 Gaussian and Semi-Gaussian Single Risk Factor Model4.3 Individual |
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and Simultaneous Confidence Bounds and Intervals; 4.4 Confidence Intervals for Asset Correlations; 4.5 Confidence Intervals for Default and Survival Time Correlations; 4.5.1 Confidence Intervals for Default Correlations; 4.5.2 Confidence Intervals for Survival Time Correlations; 4.6 Example; 4.7 Conclusion; Appendix; Notes; References; 5 Credit Portfolio Correlations with Dynamic Leverage Ratios; 5.1 Introduction; 5.2 The Hui et al. (2007) Model; 5.2.1 The Method of Images for Constant Coefficients |
5.2.2 The Method of Images for Time-Varying Coefficients5.3 Modelling Default Correlations in a Two-Firm Model; 5.3.1 Default Correlations; 5.3.2 A Two-Firm Model with Dynamic Leverage Ratios; 5.3.3 Method of Images for Constant Coefficients at Certain Values of £l12; 5.3.4 Method of Images for Time-Varying Coefficients at Certain Values of £l12; 5.3.5 Alternative Methodologies for General Values of £l12; 5.4 Numerical Results; 5.4.1 Accuracy; 5.4.2 The Impact of Correlation between Two Firms; 5.4.3 The Impact of Dfferent Credit Quality Paired Firms; 5.4.4 The Impact of Volatilities |
5.4.5 The Impact of Drift Levels5.4.6 The Impact of Initial Value of Leverage Ratio Levels; 5.4.7 Impact of Correlation between Firms and Interest Rates; 5.4.8 The Price of Credit-Linked Notes; 5.5 Conclusion; Notes; References; 6 A Hierarchical Model of Tail-Dependent Asset Returns; 6.1 Introduction; 6.2 The Variance Compound Gamma Model; 6.2.1 Multivariate Process for Logarithmic Asset Returns; 6.2.2 Dependence Structure; 6.2.3 Sampling; 6.2.4 Copula Properties; 6.3 An Application Example; 6.3.1 Portfolio Setup; 6.3.2 Test Portfolios; 6.3.3 Parameter Setup; 6.3.4 Simulation Results |
6.4 Importance Sampling Algorithm |
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Sommario/riassunto |
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A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfo |
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2. |
Record Nr. |
UNINA9910583321203321 |
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Autore |
Lewis Thomas J. |
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Titolo |
The end of Alzheimer's : the brain and beyond / / Thomas J. Lewis, PhD, RealHealth Clinics, Founder, Jefferson City, TN, United States, Clement L. Trempe, MD, Beth Israel Deaconess Medical Center Boston, Boston, MA, United States, Harvard Medical School (retired), Boston, MA, United States |
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Pubbl/distr/stampa |
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London : , : Academic Press, an imprint of Elsevier, , [2017] |
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�2017 |
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ISBN |
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Edizione |
[Second edition.] |
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Descrizione fisica |
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1 online resource (xxvi, 456 pages) : illustrations (some color) |
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Collana |
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Disciplina |
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Soggetti |
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Alzheimer's disease - Diagnosis |
Alzheimer's disease - Prevention |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references at the end of each chapters and index. |
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Nota di contenuto |
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1. Is it Alzheimer's disease? -- 2. The Amyloid cascade hypothesis -- 3. Diagnosis of Alzheimer's: standard-of-care -- 4. Diagnostic accuracy -- 5. Can medicine save you? -- 6. A new diagnostic paradigm -- 7. Inflammation friend or foe? -- 8. Alzheimer's: beyond the brain -- 9. Does infection cause Alzheimer's? -- 10. Alzheimer's disease prevention -- 11. Differential diagnosis toward a cure for Alzheimer's -- 12. Personal stories. |
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Sommario/riassunto |
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The End of Alzheimer's: The Brain and Beyond, Second Edition is the first comprehensive overview on the molecular basis of Alzheimer's outside of the brain, merging the most recent findings within the field into a single book. It aims to educate the reader on the many overlooked aspects of Alzheimer's disease that occur outside the brain. This book uniquely provides step-by-step, peer-reviewed evidence that the current research model may be misguided and that a new and emerging model is more accurate. It carefully outlines the molecular research in Alzheimer's outside the brain and argues that a more thorough, whole-body diagnosis will provide better answers about its causes and lead to new treatments. It is beneficial to researchers who |
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need to be apprised of the emerging science on the causes of Alzheimer's, and will hopefully redirect many into new avenues of cellular research and discovery.-- |
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