01278nam--2200421---450-99000172212020331620060310115900.088-452-5484-4000172212USA01000172212(ALEPH)000172212USA0100017221220040603d2003----km-y0itay0103----baitaIT||||||||001yyDal Boccaccio al Vergala narrativa italiana in età modernaRenato BarilliMilanoBompiani2003404 p.21 cmStudi Bompiani2001Studi Bompiani2001Letteratura narrativa italianaSec. 14.-19.853.109BARILLI,Renato10990ITsalbcISBD990001722120203316853.914 BAR6608 DLAS (in prestito)VI.3.B. 2197(V C 2149)176472 LM.V CVI.3.B. 2197a(V C 2149 BIS)176473 LM.V CBKDLASDLAS1020040603USA011130DLAS1020040607USA010928ANGELA9020041125USA011026COPAT69020060310USA011159Dal Boccaccio al Verga947566UNISA03510nam 22005295 450 991029963260332120240321195559.09783319930763331993076110.1007/978-3-319-93076-3(CKB)4100000005248893(DE-He213)978-3-319-93076-3(MiAaPQ)EBC5455229(Perlego)3492432(EXLCZ)99410000000524889320180712d2018 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierCredit Default Swaps Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations /by Christopher L. Culp, Andria van der Merwe, Bettina J. Stärkle1st ed. 2018.Cham :Springer International Publishing :Imprint: Palgrave Macmillan,2018.1 online resource (XXXVII, 331 p. 27 illus., 2 illus. in color.) Palgrave Studies in Risk and Insurance,2523-823X9783319930756 3319930753 Part I: The CDS Market and Product Mechanics -- Chapter 1: Overview of CDS Products and Market Activity -- Chapter 2: Single-Name CDSs -- Chapter 3: Loan-Only CDSs -- Chapter 4: Multi-Name and Index CDSs -- Chapter 5: Asset-Backed CDSs -- Chapter 6: CDS Execution and Clearing Mechanisms -- Part II: Potential Benefits and Costs of CDSs -- Chapter 7: Potential Benefits of CDSs -- Chapter 8: Potential Costs of CDSs -- Part III: Empirical Evidence on the Benefits, Costs, and Inter-Market Relations of CDSs -- Chapter 9: The Informational Content of CDS Spreads -- Chapter 10: Implications of CDS Listings for Reference Entities and Creditors -- Chapter 11: Inter-Market Basis Relations -- Chapter 12: Inter-Connectedness and Systemic Risk -- Appendix 1: Research Methodology -- Appendix 2: Additional Tables.This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.Palgrave Studies in Risk and Insurance,2523-823XFinancial risk managementFinancial services industryRisk ManagementFinancial ServicesFinancial risk management.Financial services industry.Risk Management.Financial Services.332.45Culp Christopher Lauthttp://id.loc.gov/vocabulary/relators/aut614206van der Merwe Andriaauthttp://id.loc.gov/vocabulary/relators/autStärkle Bettina Jauthttp://id.loc.gov/vocabulary/relators/autBOOK9910299632603321Credit Default Swaps2512583UNINA