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Record Nr. |
UNINA9910463965703321 |
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Autore |
Chan-Lau Jorge A |
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Titolo |
Market-based estimation of default probabilities and its application to financial market surveillance [[electronic resource] /] / prepared by Jorge A. Chan-Lau |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, IMF Institute, 2006 |
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ISBN |
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1-4623-7503-0 |
1-4527-9353-0 |
1-283-51549-0 |
1-4519-0898-9 |
9786613827944 |
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Descrizione fisica |
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1 online resource (19 p.) |
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Collana |
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IMF working paper ; ; WP/06/104 |
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Soggetti |
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Default (Finance) |
Risk management |
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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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE""; ""II. CREDIT DEFAULT SWAPS""; ""III. BONDS""; ""IV. EQUITY PRICES""; ""V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
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