02030nam 2200565Ia 450 991046396570332120170814182558.01-4623-7503-01-4527-9353-01-283-51549-01-4519-0898-99786613827944(CKB)3360000000443722(EBL)3014409(SSID)ssj0000942110(PQKBManifestationID)11601440(PQKBTitleCode)TC0000942110(PQKBWorkID)10972154(PQKB)11236536(OCoLC)698585698(MiAaPQ)EBC3014409(EXLCZ)99336000000044372220061002d2006 uf 0engur|n|---|||||txtccrMarket-based estimation of default probabilities and its application to financial market surveillance[electronic resource] /prepared by Jorge A. Chan-Lau[Washington, D.C.] International Monetary Fund, IMF Institute20061 online resource (19 p.)IMF working paper ;WP/06/104"April 2006."1-4518-6364-0 Includes bibliographical references.""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""IMF working paper ;WP/06/104.Default (Finance)Risk managementElectronic books.Default (Finance)Risk management.Chan-Lau Jorge A857600MiAaPQMiAaPQMiAaPQBOOK9910463965703321Market-based estimation of default probabilities and its application to financial market surveillance1982644UNINA