LEADER 01382nam 2200361 n 450 001 996391602303316 005 20200824121313.0 035 $a(CKB)1000000000665579 035 $a(EEBO)2248512402 035 $a(UnM)99843977e 035 $a(UnM)99843977 035 $a(EXLCZ)991000000000665579 100 $a19910807d1596 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 10$aPsalmes of confession$b[electronic resource] $efound in the cabinet of the most excellent King of Portingal, Don Antonio, first of that name, written with his owne hand. Wherein the sinner calleth vpon the mercie of God for his sinne. Translated out of the Latine copie, printed at Paris by Federike Morell 210 $aLondon $cPrinted by G. Bishop, R. Nuberie, and R. Barker$dAnno Domini. 1596 215 $a[72] p 300 $aRunning title reads: Psalmes of confessions for sinners. 300 $aSignatures: A-C¹² . 300 $aReproduction of the original in Marsh's Library. 330 $aeebo-0088 606 $aDevotional literature$vEarly works to 1800 615 0$aDevotional literature 700 $aAnto?nio$cPrior of Crato,$f1531-1595.$01002728 801 0$bCu-RivES 801 1$bCu-RivES 801 2$bCStRLIN 801 2$bWaOLN 906 $aBOOK 912 $a996391602303316 996 $aPsalmes of confession$92355586 997 $aUNISA LEADER 04172nam 2200721Ka 450 001 9910954524403321 005 20101115152719.0 010 $a9786613681850 010 $a9781280771088 010 $a1280771089 010 $a9781848551978 010 $a1848551975 035 $a(CKB)1000000000765425 035 $a(EBL)453267 035 $a(OCoLC)535128174 035 $a(SSID)ssj0000336981 035 $a(PQKBManifestationID)11273637 035 $a(PQKBTitleCode)TC0000336981 035 $a(PQKBWorkID)10284112 035 $a(PQKB)11345397 035 $a(MiAaPQ)EBC453267 035 $a(Au-PeEL)EBL453267 035 $a(CaPaEBR)ebr10315738 035 $a(CaONFJC)MIL368185 035 $a(UtOrBLW)bslw06311828 035 $a(Perlego)387220 035 $a(EXLCZ)991000000000765425 100 $a20101115d2008 uy 0 101 0 $aeng 135 $aurun||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aEconometrics and risk management /$fedited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna 205 $aFirst edition. 210 $aBingley $cEmerald$d2008 215 $a1 online resource (302 pages) 225 1 $aAdvances in econometrics,$x0731-9053 ;$vv. 22 300 $aDescription based upon print version of record. 311 08$a9781848551961 311 08$a1848551967 320 $aIncludes bibliographical references. 327 $aFast solution of the Gaussian copula model / Bjorn Flesaker -- Perturbed Gaussian copula / Jean-Pierre Fouque, Xianwen Zhou -- The determinants of default correlations / Kanak Patel, Ricardo Pereira -- An empirical study of pricing and hedging collateralized debt obligation (CDO) / Lijuan Cao, Zhang Jingqing, Lim Kian Guan, Zhonghui Zhao -- Data mining procedures in generalized Cox regressions / Zhen Wei -- Jump diffusion in credit barrier modeling : a partial integro-differential equation approach / Jingyi Zhu -- Bond markets with stochastic volatility / Rafael DeSantiago, Jean-Pierre Fouque, Knut Solna -- Two-dimensional Markovian model for dynamics of aggregate credit loss / Andrei V. Lopatin, Timur Misirpashaev -- Credit derivatives and risk aversion / Tim Leung, Ronnie Sircar, Thaleia Zariphopoulou -- The skewed t / Wenbo Hu, Alec N. Kercheval -- Credit risk dependence modeling with dynamic copula : an application to CDO tranches / Daniel Totouom, Margaret Armstrong -- Introduction / Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna. 330 $aThe main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and their correlations is addressed, and new results on copula, reduced form and structural models, and the top-down approach are presented. After the so-called subprime crisis that hit global markets in the summer of 2007, the volume is very timely and will be useful to researchers in the area of credit risk. 410 0$aAdvances in econometrics ;$vv. 22. 606 $aBusiness & Economics$xEconometrics$2bisacsh 606 $aBusiness & Economics$xForecasting$2bisacsh 606 $aEconometrics$2bicssc 606 $aEconometrics 615 7$aBusiness & Economics$xEconometrics. 615 7$aBusiness & Economics$xForecasting. 615 7$aEconometrics. 615 0$aEconometrics. 676 $a330.015195 701 $aFomby$b Thomas$0101813 701 $aFouque$b Jean-Pierre$0133104 701 $aSolna$b Knut$01858810 801 0$bUtOrBLW 801 1$bUtOrBLW 906 $aBOOK 912 $a9910954524403321 996 $aEconometrics and risk management$94461636 997 $aUNINA