01041nkm0-2200337---450-99001006085040332120160407115031.0001006085FED01001006085(Aleph)001006085FED0100100608520160407f19201930km-y0itay50------baitaIThd-b--------------[Lago montano]Risorsa graficaColamonicoMilanoFerrania[192.]4 negativi su vetroal bromuro d'argento100 x 85 mmTit. attribuito dal catalogatoreItaliaLaghiImmaginiColamonico,Carmelo<1882-1973>63582ITUNINARICAUNIMARCGR990010060850403321Scat. Neg. 02(239)Ist. s.i.ILFGEScat. Neg. 02(240)Ist. s.i.ILFGEScat. Neg. 02(231)Ist. s.i.ILFGEScat. Neg. 02(232)Ist. s.i.ILFGEILFGELago montano1495685UNINA02114nam 2200577Ia 450 991046434660332120170816134757.01-4623-4273-61-4527-7435-81-283-51638-197866138288351-4519-0982-9(CKB)3360000000443810(EBL)3014517(SSID)ssj0000940105(PQKBManifestationID)11528468(PQKBTitleCode)TC0000940105(PQKBWorkID)10949252(PQKB)11351997(OCoLC)694141215(MiAaPQ)EBC3014517(EXLCZ)99336000000044381020060622d2006 uf 0engur|n|---|||||txtccrCurrency mismatches and corporate default risk[electronic resource] modeling, measurement, and surveillance applications /prepared by Jorge A. Chan-Lau and Andre O. Santos[Washington, D.C.] International Monetary Fund, Research Dept.c20061 online resource (32 p.)IMF working paper ;WP/06/269"December 2006."1-4518-6529-5 Includes bibliographical references.""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""IMF working paper ;WP/06/269.CorporationsFinanceDefault (Finance)Electronic books.CorporationsFinance.Default (Finance)Chan-Lau Jorge A857600Santos Andre O857601MiAaPQMiAaPQMiAaPQBOOK9910464346603321Currency mismatches and corporate default risk1915012UNINA