02308nam0 2200397 450 00002561520090507111615.020090507d1994----km-y0itay50------baitaITy-------001yyRegolamenti per la costruzione e la classificazione delle naviin vigore dal 1° gennaio 1994Registro italiano navaleGenovaR.I.NA.1994v.27 cmA: Regolamento per la classificazioneB.1: Regolamento per la costruzione degli scafi in acciaio di navi destinate alla navigazione marittima - norme applicabili a tutti i tipi di naviB.2: Regolamento per la costruzione degli scafi in acciaio di navi destinate alla navigazione marittima - norme per particolari tipi di navi, strutture od impiantiB.3: Regolamento per le navi cisterna adibite al trasporto alla rinfusa di gas liquefattiB.4: Regolamento per le navi cisterna adibite al trasporto alla rinfusa di prodotti chimici liquidi pericolosiC: Regolamento per gli apparati motori e i macchinari in genereD: Regolamento per gli impianti elettriciE.1: Regolamento per gli impianti frigoriferi - E.2: Regolamento per gli impianti di automazioneF: Regolamento per la protezione contro gli incendiG: Regolamento per i materiali e i collaudiH: Regolamento per le saldatureRegolamenti per la costruzione e la classificazione delle navi34722NaviCostruzioneRegolamentiNaviClassificazione623.82119Registro italiano navale29487ITUNIPARTHENOPE20090507RICAUNIMARC000025615S 623.802 6/39S 554DSA2009S 623.802 6/40S 554DSA2009S 623.802 6/41S 554DSA2009S 623.802 6/42S 554DSA2009S 623.802 6/43S 554DSA2009S 623.802 6/44S 554DSA2009S 623.802 6/45S 554DSA2009S 623.802 6/46S 554DSA2009S 623.802 6/47S 554DSA2009S 623.802 6/48S 554DSA2009S 623.802 6/49S 554DSA2009Regolamenti per la costruzione e la classificazione delle navi34722UNIPARTHENOPE01312nam0 22003011i 450 UON0044966320231205105035.983978-08-16-68926-220150121d2014 |0itac50 baengUS|||| |||||ˆThe ‰universe of thingson speculative realismStephen ShaviroMinneapolisLondonUniversity of Minnesota press 2014XI, 180 p.23 cm.REALISMO (Filosofia)UONC050433FIUSMinneapolisUONL000051GBLondonUONL003044192Filosofia occidentale moderna. Isole Britanniche21SHAVIROStevenUONV183570607681University of Minnesota PressUONV247314650ITSOL20240220RICASIBA - SISTEMA BIBLIOTECARIO DI ATENEOUONSIUON00449663SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI AME VI c 8 0439 SI 13275 5 0439 BuonoSIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI2015375 1J 20150121 Universe of things1329362UNIOR05614nam 2200769Ia 450 991080865890332120200520144314.0978111881850311188185049781299464919129946491297811199660431119966043(CKB)2550000001019393(EBL)1166787(SSID)ssj0000906655(PQKBManifestationID)11577535(PQKBTitleCode)TC0000906655(PQKBWorkID)10855777(PQKB)11738542(Au-PeEL)EBL1166787(CaPaEBR)ebr10687821(CaONFJC)MIL477741(PPN)18385246X(OCoLC)849718777(MiAaPQ)EBC1166787(FR-PaCSA)88813282(FRCYB88813282)88813282(Perlego)2756114(EXLCZ)99255000000101939320130411d2013 uy 0engur|n|---|||||txtccrCredit securitisations and derivatives challenges for the global markets /Daniel Rosch, Harald Scheule2nd ed.New York Wiley20131 online resource (464 p.)The Wiley Finance SeriesDescription based upon print version of record.9781119963967 1119963966 Credit Securitizations and Derivatives: Challenges for the Global Markets; Contents; Foreword; PART I INTRODUCTION; 1 Credit Securitizations and Derivatives; 1.1 Economic Cycles and Credit Portfolio Risk; 1.2 Credit Portfolio Risk Measurement; 1.3 Credit Portfolio Risk Tranching; 1.4 Credit Ratings; 1.5 Actuarial vs. Market Credit Risk Pricing; 1.6 Regulation; 1.7 Thank You; References; 2 Developments in Structured Finance Markets; 2.1 Impairments of Asset-Backed Securities and Outstanding Ratings; 2.2 Issuance of Asset-backed Securities and Outstanding Volume2.3 Global CDO Issuance and Outstanding VolumeConcluding Remarks; Notes; References; PART II CREDIT PORTFOLIO RISK MEASUREMENT; 3 Mortgage Credit Risk; 3.1 Introduction; 3.2 Five ""C""s of Credit and Mortgage Credit Risk; 3.3 Determinants of Mortgage Default, Loss Given Default and Exposure at Default; 3.3.1 Determinants of Mortgage Default; 3.3.2 Determinants of Mortgage LGD; 3.3.3 Determinants of Mortgage EAD; 3.4 Modeling Methods for Default, LGD and EAD; 3.5 Model Risk Management; 3.6 Conclusions; References; 4 Credit Portfolio Correlations and Uncertainty; 4.1 Introduction4.2 Gaussian and Semi-Gaussian Single Risk Factor Model4.3 Individual and Simultaneous Confidence Bounds and Intervals; 4.4 Confidence Intervals for Asset Correlations; 4.5 Confidence Intervals for Default and Survival Time Correlations; 4.5.1 Confidence Intervals for Default Correlations; 4.5.2 Confidence Intervals for Survival Time Correlations; 4.6 Example; 4.7 Conclusion; Appendix; Notes; References; 5 Credit Portfolio Correlations with Dynamic Leverage Ratios; 5.1 Introduction; 5.2 The Hui et al. (2007) Model; 5.2.1 The Method of Images for Constant Coefficients5.2.2 The Method of Images for Time-Varying Coefficients5.3 Modelling Default Correlations in a Two-Firm Model; 5.3.1 Default Correlations; 5.3.2 A Two-Firm Model with Dynamic Leverage Ratios; 5.3.3 Method of Images for Constant Coefficients at Certain Values of £l12; 5.3.4 Method of Images for Time-Varying Coefficients at Certain Values of £l12; 5.3.5 Alternative Methodologies for General Values of £l12; 5.4 Numerical Results; 5.4.1 Accuracy; 5.4.2 The Impact of Correlation between Two Firms; 5.4.3 The Impact of Dfferent Credit Quality Paired Firms; 5.4.4 The Impact of Volatilities5.4.5 The Impact of Drift Levels5.4.6 The Impact of Initial Value of Leverage Ratio Levels; 5.4.7 Impact of Correlation between Firms and Interest Rates; 5.4.8 The Price of Credit-Linked Notes; 5.5 Conclusion; Notes; References; 6 A Hierarchical Model of Tail-Dependent Asset Returns; 6.1 Introduction; 6.2 The Variance Compound Gamma Model; 6.2.1 Multivariate Process for Logarithmic Asset Returns; 6.2.2 Dependence Structure; 6.2.3 Sampling; 6.2.4 Copula Properties; 6.3 An Application Example; 6.3.1 Portfolio Setup; 6.3.2 Test Portfolios; 6.3.3 Parameter Setup; 6.3.4 Simulation Results6.4 Importance Sampling AlgorithmA comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfoWiley finance series.Capital assets pricing modelAsset-backed financingEuropeCapital assets pricing model.Asset-backed financing332.6332.7Rösch Daniel1610423Scheule Harald1610424MiAaPQMiAaPQMiAaPQBOOK9910808658903321Credit securitisations and derivatives3938184UNINA