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1. |
Record Nr. |
UNINA9910830832003321 |
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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 |
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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 Proportion Debt Obligations (CPDOs) as well as new advanced rating models for Asset Backed Securities (ABSs). Jumps and extreme events |
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are crucial stylized features, essential in the modelling of the very volatile credit markets - the recent |
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2. |
Record Nr. |
UNINA9910734838403321 |
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Autore |
Oezselcuk Evren |
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Titolo |
The Provincial and The Postcolonial in Cultural Texts from Late Modern Turkey / / by Evren Özselçuk |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2022 |
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ISBN |
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9783031046667 |
9783031046650 |
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Edizione |
[1st ed. 2022.] |
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Descrizione fisica |
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1 online resource (190 pages) |
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Disciplina |
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Soggetti |
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Motion picture plays, European |
Motion pictures |
European literature |
Ethnology - Europe |
Culture |
Literature |
Culture - Study and teaching |
European Film and TV |
Global Film and TV |
European Literature |
European Culture |
Cultural Theory |
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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 and index. |
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Nota di contenuto |
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1. Introduction -- 2. Concepts and Frameworks: Taşra from Modernization to Globalization -- 3. Taşra, Temporality, and Melancholia in Orhan Pamuk's Istanbul -- 4. Fatih Akın's Crossing the Bridge: Turkey as Europe's Taşra, or Limitations of a Metaphor -- 5. |
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Provincializing The Metropolitan Center: Nuri Bilge Ceylan's Taşras -- 6. Conclusion. |
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Sommario/riassunto |
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This book explores Turkey's complicated relationship to modernity and its status within the new global order by tracing the ambivalent ways in which taşra (the provinces) is constituted in contemporary Turkish cinema and literature. Connoting much more than its immediate spatial meaning as those places outside of the center(s), taşra is a way of naming what modernity decries as spatial peripherality, temporal belatedness, and cultural backwardness. It has functioned historically as a psychosocial repository for what Turkish modernity degrades and disavows, enabling a mapping of the predicaments and contradictions of Turkish modernization and national identity-constitution. Organized around taşra as its central analytic and informed by postcolonial, psychoanalytical, and critical theory, the book examines the extent to which dominant codings of taşra are affirmed and/or complicated in cinematic and literary narratives by award-winning filmmakers Nuri BilgeCeylan and Fatih Akın and Nobel laureate Orhan Pamuk. Evren Özselçuk teaches in the Department of English and the Film and Media Studies Program at the University of South Carolina, USA. |
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