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1. |
Record Nr. |
UNINA9910139929003321 |
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Autore |
Schoutens Wim |
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Titolo |
Levy processes in credit risk [[electronic resource] /] / Wim Schoutens and Jessica Cariboni |
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Pubbl/distr/stampa |
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[Hoboken, NJ], : John Wiley & Sons, c2009 |
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ISBN |
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0-470-68506-9 |
1-119-20652-9 |
1-282-29172-6 |
9786612291722 |
0-470-74903-2 |
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Descrizione fisica |
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1 online resource (201 p.) |
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Collana |
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The Wiley Finance Series ; ; v.519 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Credit - Management - Mathematical models |
Risk management - Mathematical models |
Lévy processes |
Electronic books. |
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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 bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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L ́evy Processes in Credit Risk; Contents; Preface; Acknowledgements; PART I: INTRODUCTION; 1 An Introduction to Credit Risk; 2 An Introduction to L ́evy Processes; PART II: SINGLE-NAME MODELLING; 3 Single-Name Credit Derivatives; 4 Firm-Value L ́evy Models; 5 Intensity L ́evy Models; PART III: MULTIVARIATE MODELLING; 6 Multivariate Credit Products; 7 Collateralized Debt Obligations; 8 Multivariate Index Modelling; PART IV: EXOTIC STRUCTURED CREDIT RISK PRODUCTS; 9 Credit CPPIs and CPDOs; 10 Asset-Backed Securities; Bibliography; Index |
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Sommario/riassunto |
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This book is an introductory guide to using Lévy processes for credit risk modelling. It covers all types of credit derivatives: from the single name vanillas such as Credit Default Swaps (CDSs) right through to structured credit risk products such as Collateralized Debt Obligations (CDOs), Constant Proportion Portfolio Insurances (CPPIs) and Constant |
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Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent |
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2. |
Record Nr. |
UNINA9910715879703321 |
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Titolo |
Impeachment of John C. Watrous, United States District Judge for the District of Texas. February 2, 1857. -- Ordered to be printed |
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Pubbl/distr/stampa |
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[Washington, D.C.] : , : [publisher not identified], , 1857 |
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Descrizione fisica |
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1 online resource (894 pages) : illustrations, tables |
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Collana |
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House report / 34th Congress, 3rd session. House ; ; no. 175 |
[United States congressional serial set] ; ; [serial no. 913] |
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Altri autori (Persone) |
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BarbourLucian <1811-1880> (Republican (IN)) |
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Soggetti |
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Conflict of interests |
Governmental investigations - United States |
District courts |
Impeachments |
Land tenure |
Land grants |
Land titles |
Land titles - Registration and transfer |
Actions and defenses |
Misconduct in office |
Political corruption |
Venue |
Noncitizens |
Judges |
Legislative materials. |
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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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Index, p. 878. |
Batch processed record: Metadata reviewed, not verified. Some fields updated by batch processes. |
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FDLP item number not assigned. |
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