Saggi di diritto pubblico / Franco Bartolomei

• Record Nr.: UNISALENTO991000163509707536
• Autore: Bartolomei, Franco
• Pubbl/distr/stampa: Milano : A. Giuffrè, 2000
• ISBN: 8814081964
• Descrizione fisica: v. ; 24 cm
• Collana: Pubblicazioni della Facoltà di giurisprudenza dell'Università degli studi di Macerata. Ser. 2. 97
• Disciplina: 342.00
• Soggetti: Diritto pubblico - Saggi
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Saggi già pubblicati
• Nota di contenuto: V. 2: Stato di diritto e amministrazione. - 2000. - xi, 307 p.

The Use (and Abuse) of CDS Spreads During Distress / / Carolyne Spackman, Manmohan Singh

• Record Nr.: UNINA9910788338303321
• Autore: Spackman Carolyne
• Pubbl/distr/stampa: Washington, D.C. : , : International Monetary Fund, , 2009
• ISBN: 1-4623-8806-X; 1-4527-7832-9; 1-4518-7209-7; 9786612842832; 1-282-84283-8
• Descrizione fisica: 1 online resource (13 p.)
• Collana: IMF Working Papers
• Altri autori (Persone): SinghManmohan
• Disciplina: 338.267
• Soggetti: Credit derivatives; Derivative securities; Investments: Bonds; Macroeconomics; Money and Monetary Policy; International Lending and Debt Problems; Banks; Depository Institutions; Micro Finance Institutions; Mortgages; Bankruptcy; Liquidation; Information and Market Efficiency; Event Studies; Financial Institutions and Services: Government Policy and Regulation; Monetary Policy, Central Banking, and the Supply of Money and Credit: General; General Financial Markets: General (includes Measurement and Data); Price Level; Inflation; Deflation; Monetary Systems; Standards; Regimes; Government and the Monetary System; Payment Systems; Monetary economics; Investment & securities; Credit default swap; Bonds; Asset prices; Currencies; Credit; Money; Financial institutions; Prices; Ecuador
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: Contents; I. Introduction; II. Recent Distress in Financial Institutions; Figures; 1. Landsbanki; 2. Washington Mutual; 3. Lehman Brothers; III. Policy Implications of Using Stochastic Recovery; Table 1. CDS Settlements Determined Under the ISDA Cash Opt-in Protocol; Box 1. Ecuador ISDA Auction; Appendix I. Recovery Swaps, or Where the Ctd Bonds End Up; References
• Sommario/riassunto: Credit Default Swap spreads have been used as a leading indicator of distress. Default probabilities can be extracted from CDS spreads, but during distress it is important to take account of the stochastic nature of recovery value. The recent episodes of Landbanski, WAMU and Lehman illustrate that using the industry-standard fixed recovery rate assumption gives default probabilities that are low relative to those extracted from stochastic recovery value as proxied by the cheapest-to-deliver bonds. Financial institutions using fixed rate recovery assumptions could have a false sense of security, and could be faced with outsized losses with potential knock-on effects for other institutions. To ensure effective oversight of financial institutions, and to monitor the stability of the global financial system especially during distress, the stochastic nature of recovery rates needs to be incorporated.

Multiscale signal analysis and modeling / / Xiaoping Shen, Ahmed I. Zayed, editors

• Record Nr.: UNINA9910437920403321
• Pubbl/distr/stampa: New York, : Springer, 2013
• ISBN: 1-283-62378-1; 9786613936233; 1-4614-4145-5
• Descrizione fisica: 1 online resource (387 p.)
• Altri autori (Persone): ShenXiaoping; ZayedAhmed I
• Disciplina: 621.3822
• Soggetti: Signal processing; Signal processing - Statistical methods
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: pt. 1. Sampling -- pt. 2. Multiscale analysis -- pt. 3. Statistical analysis.
• Sommario/riassunto: Multiscale Signal Analysis and Modeling presents recent advances in multiscale analysis and modeling using wavelets and other systems. This book also presents applications in digital signal processing using sampling theory and techniques from various function spaces, filter design, feature extraction and classification, signal and image representation/transmission, coding, nonparametric statistical signal processing, and statistical learning theory. This book also: Discusses recently developed signal modeling techniques, such as the multiscale method for complex time series modeling, multiscale positive density estimations, Bayesian Shrinkage Strategies, and algorithms for data adaptive statistics Introduces new sampling algorithms for multidimensional signal processing Provides comprehensive coverage of wavelets with presentations on waveform design and modeling, wavelet analysis of ECG signals and wavelet filters Reviews features extraction and classification algorithms for multiscale signal and image processing using Local Discriminant Basis (LDB) Develops multi-parameter regularized extrapolating estimators in statistical learning theory Multiscale Signal Analysis and Modeling is an ideal book for ; graduate students and practitioners, especially those working in or studying the field of signal/image processing, telecommunication and applied statistics. It can also serve as a reference book for engineers, researchers and educators interested in mathematical and statistical modeling. .