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1. |
Record Nr. |
UNISA990003323130203316 |
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Autore |
ZIMRING, Franklin E. |
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Titolo |
La pena di morte : le contraddizioni del sistema penale americano / Franklin E. Zimring |
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Pubbl/distr/stampa |
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Bologna : Il Mulino, 2009 |
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ISBN |
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Descrizione fisica |
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Collana |
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Disciplina |
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Soggetti |
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Pena di morte - Stati Uniti d'America |
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Collocazione |
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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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2. |
Record Nr. |
UNISA990005849090203316 |
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Autore |
CASSIRER, Ernst |
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Titolo |
Individuo e cosmo nella filosofia del Rinascimento / Ernst Cassirer ; a cura di Friederike Plaga e Claus Rosenkranz ; introduzione di Maurizio Ghelardi ; traduzione e curatela di Giovanna Targia |
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Pubbl/distr/stampa |
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Torino : Bollati Boringhieri, 2012 |
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ISBN |
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Edizione |
[Ed. integrale] |
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Descrizione fisica |
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XXXVII, 467 p. : ill. ; 24 cm |
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Collana |
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Disciplina |
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Soggetti |
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Collocazione |
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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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3. |
Record Nr. |
UNINA9910789702603321 |
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Titolo |
Yogi heroes and poets [[electronic resource] ] : histories and legends of the Naths / / edited by David N. Lorenzen and Adrián Muñoz |
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Pubbl/distr/stampa |
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Albany, : State University of New York Press, c2011 |
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ISBN |
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1-4384-3892-3 |
1-4416-9909-0 |
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Descrizione fisica |
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1 online resource (249 p.) |
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Altri autori (Persone) |
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LorenzenDavid N |
MuñozAdrián |
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Disciplina |
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Soggetti |
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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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""Yogi Heroes and Poets""; ""Contents""; ""Preface""; ""Introduction""; ""Part 1. Yogis in History""; ""1. The Naths in Hindi Literature""; ""2. Religious Identity in Gorakhnath and Kabir""; ""3. Different Drums in Gwalior""; ""4. The Influence of the Naths on Bhima Bhoi and Mahima Dharma""; ""Part 2. Theology and Folklore""; ""5. On the Magnitude of the Yogic Body""; ""6. Awakening Generosity in Nath Tales from Rajasthan""; ""7. Matsyendraâ€?s “Golden Legendâ€?""; ""8. What Should MÄ«nanÄ?th Do to Save His Life?""; ""9. The MatsyendrasamhitÄ?""; ""Notes""; ""Bibliography"" |
""Contributors""""Index""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""G""; ""H""; ""I""; ""J""; ""K""; ""L""; ""M""; ""N""; ""P""; ""Q""; ""R""; ""S""; ""T""; ""U""; ""V""; ""W""; ""Y"" |
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4. |
Record Nr. |
UNINA9910830901103321 |
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Autore |
GOODMAN LAURIE |
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Titolo |
Subprime mortgage credit derivatives [[electronic resource] /] / Laurie S. Goodman ... [et al.] |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley & Sons, c2008 |
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ISBN |
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1-281-45055-3 |
9786611450557 |
1-118-26716-8 |
0-470-39274-6 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (352 p.) |
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Collana |
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The Frank J. Fabozzi series |
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Classificazione |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Subprime mortgage loans - United States |
Secondary mortgage market - United States |
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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 contenuto |
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Subprime Mortgage Credit Derivatives; Contents; Preface; About the Authors; Part I: Mortgage Credit; Chapter 1: Overview of the Nonagency Mortgage Market; ISSUANCE VOLUMES; ROOTS OF THE 2007- 2008 SUBPRIME CRISIS; DEFINING CHARACTERISTICS OF NONAGENCY MORTGAGES; LOAN CHARACTERISTICS; RISK LAYERING; AGENCY VERSUS NONAGENCY EXECUTION; SUMMARY; Chapter 2: First Lien Mortgage Credit; CONCEPTS AND MEASUREMENTS OF MORTGAGE CREDIT; COLLATERAL CHARACTERISTICS AND MORTGAGE CREDIT: ASSAULT OF THE FOUR Cs IN 2006 ( CREDIT, COLLATERAL, CAPACITY, AND CHARACTER) |
THE END GAME: FORECLOSURE, REO TIMELINE, AND SEVERITYTHE ROLE OF UNOBSERVABLE IN 2006 SUBPRIME MORTGAGE CREDIT; Chapter 3: Second Lien Mortgage Credit; TWO TYPES OF SECONDS; HIGHER RISKS IN SECONDS; RECENT PERFORMANCE; WHY HIGHER LOSSES?; SUMMARY; Part II: Mortgage Securitizations; Chapter 4: Features of Excess Spread/Overcollateralization: The Principle Subprime Structure; EXCESS SPREAD-BASED CREDIT ENHANCEMENT; OC IN ALT-A-LAND; OC INTERNAL WORKINGS; SUMMARY; Chapter 5: Subprime Triggers and |
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Step-Downs; THE STEP-DOWN AND THE TRIGGER; BBB STACK (ON THE KNIFE'S EDGE) |
EFFECT OF TRIGGERS AND THE LOSS WATERLINESAMPLING THE SUBPRIME UNIVERSE; 2000- 2003 DEAL STEP-DOWN SUMMARY; STEP-DOWN AND CREDIT EFFECTS; SUMMARY; Part III: Credit Default Swaps on Mortgage Securities; Chapter 6: Introduction to Credit Default Swap on ABS CDS; CORPORATE CDS FUNDAMENTALS AND TERMINOLOGY; DIFFERENCES BETWEEN CORPORATE CDS AND ABS CDS; DIFFICULTIES IN ABS CDS; ABS CDS EFFECT ON ABS CDO MANAGEMENT; TWO NEW TYPES OF ABS CDOs; SUMMARY; Chapter 7: The ABX and TABX Indices; BACKGROUND; HOW A DEAL GETS INTO THE INDEX; INDEX MECHANICS; INDEX PRICING OVER TIME; ABX TRANCHE TRADING |
TABX PRICINGTABX VERSUS CDOs; SUMMARY; Chapter 8: Relationship among Cash, ABCDS, and the ABX; FUNDAMENTAL CONTRACTUAL DIFFERENCES: SINGLE-NAME ABCDS/ABX INDEX/CASH; SUPPLY/DEMAND TECHNICALS; WHAT KEEPS THE ARBITRAGE FROM GOING AWAY?; SUMMARY; APPENDIX: IMPORTANCE OF ABCDS TO CDO MANAGERS; Chapter 9: Credit Default Swaps on CDOs; CDO CDS NOMENCLATURE; CDO CREDIT PROBLEMS AND THEIR CONSEQUENCES; ALTERNATIVE INTEREST CAP OPTIONS; MISCELLANEOUS TERMS; CASH CDO VERSUS CDO CDS; EXITING A CDO CDS; RATING AGENCY CONCERNS ON CDOs THAT SELL PROTECTION VIA CDO CDS; SUMMARY |
Part IV: Loss Projection and Security ValuationChapter 10: Loss Projection for Subprime, Alt-A, and Second Lien Mortgages; TWO WAYS OF PROJECTING LOSS; DEFAULT TIMING; STEPS IN PREDICTING COLLATAL LOSSES; PROS AND CONS OF THE DEFAULT TIMING CURVE; HISTORICAL MODEL FIT VERSUS ACTUAL; DEFAULT TIMING IS NOT EQUAL TO LOSS TIMING; AN ALTERNATIVE SPECIFICATION; ALT-A AND CLOSED-END SECONDS; SUMMARY; Chapter 11: Valuing the ABX; REVIEW OF BASIC VALUATION FOR ABX INDICES; REVIEW OF VALUATION APPROACHES; ECONOMETRIC APPROACH; ABX VALUATION; THE "SIMPLE" OR DO-IT-YOURSELF APPROACH TO ABX VALUATION |
ABX AFTER SUBPRIME SHUTDOWN |
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Sommario/riassunto |
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Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with Frank Fabozzi of Yale University, Subprime Mortgage Credit Derivatives covers state-of-the-art instruments and strategies for managing a portfolio of mortgage credits in today's volatile climate.Divided into four parts, this book addresses a variety of important topics, including mortgage credit (non-agency, first and second lien), mortgage securitizations (alternate structures and su |
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