LEADER 00981nam a2200277 i 4500 001 991001418359707536 005 20020507193113.0 008 940112s1984 sp ||| | spa 020 $a846003576X 035 $ab10844806-39ule_inst 035 $aLE01311970$9ExL 040 $aDip.to Matematica$beng 082 0 $a512.32 084 $aAMS 11R32 100 1 $aNavarro Gonzales, Juan Antonio$0537162 245 10$aTeoria de Galois /$cJuan Antonio Navarro Gonzales 260 $aBadajoz :$bDep. Mat. Fac. Ciencias Univ. Extremadura,$c1984 300 $a87 p. ;$c24 cm. 490 0 $aPublicaciones del Departamento de Matemáticas ;$v5 650 4$aGalois theory 907 $a.b10844806$b23-02-17$c28-06-02 912 $a991001418359707536 945 $aLE013 11R NAV11 (1984)$g1$i2013000129242$lle013$o-$pE0.00$q-$rl$s- $t0$u1$v0$w1$x0$y.i10955173$z28-06-02 996 $aTeoria de Galois$9919122 997 $aUNISALENTO 998 $ale013$b01-01-94$cm$da $e-$fspa$gsp $h0$i1 LEADER 01363nam--2200385---450- 001 990001678460203316 005 20110701142335.0 010 $a978-88-95154-68-8 035 $a000167846 035 $aUSA01000167846 035 $a(ALEPH)000167846USA01 035 $a000167846 100 $a20040519d2011----km-y0itay50------ba 101 0 $aita 102 $aIT 105 $aa|||||||001yy 200 1 $a<> dissesto idrogeologico nella Costiera Amalfitana e nella Valle dell'Irno$e(1800-1860)$fGiuseppe Foscari, Silvana Sciarrotta 210 $aSalerno$cEdisud$d2011 215 $a214 p.$cill.$d23 cm$e1 CD-ROM 225 2 $a<> ambienti della storia$v1 410 0$12001$a<> ambienti della storia$v1 606 0 $aIdrogeologia$yCostiera Amalfitana [e] Valle dell'Irno$z1800-1860$xFonti archivistiche$2BNCF 676 $a551.49094574 700 1$aFOSCARI,$bGiuseppe$040278 701 1$aSCIARROTTA,$bSilvana$0561367 801 0$aIT$bsalbc$gISBD 912 $a990001678460203316 951 $aXV.1.A. 1412$b232498 L.M.$cXV.1.A.$d00297584 959 $aBK 969 $aLOC 979 $aMARIA$b10$c20040519$lUSA01$h0958 979 $aANNAMARIA$b90$c20110701$lUSA01$h1422 979 $aANNAMARIA$b90$c20110701$lUSA01$h1423 996 $aDissesto idrogeologico nella Costiera Amalfitana e nella Valle dell'Irno$9941485 997 $aUNISA LEADER 05378nam 22006974a 450 001 9910830547203321 005 20170815123204.0 010 $a1-119-20189-6 010 $a1-280-31180-0 010 $a9786610311804 010 $a0-471-78719-1 035 $a(CKB)1000000000239362 035 $a(EBL)251667 035 $a(OCoLC)137230203 035 $a(SSID)ssj0000132209 035 $a(PQKBManifestationID)12018653 035 $a(PQKBTitleCode)TC0000132209 035 $a(PQKBWorkID)10038524 035 $a(PQKB)10783043 035 $a(MiAaPQ)EBC251667 035 $a(CaSebORM)9780471778622 035 $a(EXLCZ)991000000000239362 100 $a20050826d2006 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe credit market handbook$b[electronic resource] $eadvanced modeling issues /$fH. Gifford Fong, Editor 205 $a1st edition 210 $aHoboken, N.J. $cWiley$dc2006 215 $a1 online resource (254 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-471-77862-1 320 $aIncludes bibliographical references and index. 327 $aThe Credit Market Handbook; Contents; Introduction; Executive Chapter Summaries; CHAPTER 1 ESTIMATING DEFAULT PROBABILITIES IMPLICIT IN EQUITY PRICES; CHAPTER 2 PREDICTIONS OF DEFAULT PROBABILITIES IN STRUCTURAL MODELS OF DEBT; CHAPTER 3 SURVEY OF THE RECENT LITERATURE: RECOVERY RISK; CHAPTER 4 NON-PARAMETRIC ANALYSIS OF RATING TRANSITION AND DEFAULT DATA; CHAPTER 5 VALUING HIGH-YIELD BONDS: A BUSINESS MODELING APPROACH; CHAPTER 6 STRUCTURAL VERSUS REDUCED-FORM MODELS: A NEW INFORMATION-BASED PERSPECTIVE 327 $aCHAPTER 7 REDUCED FORM VERSUS STRUCTURAL MODELS OF CREDIT RISK: A CASE STUDY OF THREE MODELSCHAPTER 8 IMPLICATIONS OF CORRELATED DEFAULT FOR PORTFOLIO ALLOCATION TO CORPORATE BONDS; CHAPTER 9 CORRELATED DEFAULT PROCESSES: A CRITERION-BASED COPULA APPROACH; Chapter 1: Estimating Default Probabilities Implicit in Equity Prices; 1. INTRODUCTION; 2. THE MODEL STRUCTURE; 3. DESCRIPTION OF THE DATA; 4. ESTIMATION OF THE STATE VARIABLE PROCESS PARAMETERS; 5. EQUITY RETURN ESTIMATION; 6. ANALYSIS OF THE TIME SERIES PROPERTIES OF THE PARAMETERS 327 $a7. ANALYSIS OF FAMA-FRENCH FOUR-FACTOR MODEL WITH NO DEFAULT8. ANALYSIS OF A BUBBLE COMPONENT (P/E RATIO) IN STOCK PRICES; 9. ANALYSIS OF THE DEFAULT INTENSITY; 10. RELATIVE PERFORMANCE OF THE EQUITY RETURN MODELS; 11. COMPARISON OF DEFAULT INTENSITIES BASED ON DEBT VERSUS EQUITY; 12. CONCLUSIONS; NOTES; REFERENCES; APPENDIX; Chapter 2: Predictions of Default Probabilities in Structural Models of Debt; 1. INTRODUCTION; 2. RECENT EMPIRICAL STUDIES; 3. STRUCTURAL MODELS AND DEFAULT RISK; 4. THE DEFAULT BOUNDARY IN EXOGENOUS AND ENDOGENOUS CASES 327 $a5. THE DEFAULT PROBABILITY WITH CONSTANT DEFAULT BARRIER6. CALIBRATION OF MODELS: THE BASE CASE; 7. MATCHING EMPIRICAL DEFAULT FREQUENCIES WITH THE L-T MODEL; 8. MATCHING EMPIRICAL DPS WITH THE L-S MODEL; 9. THE MOODY'S-KMV APPROACH; 10. SOME PRELIMINARY THOUGHTS ON THE RELATIONSHIP BETWEEN THE KMV APPROACH AND L-S/L-T; 11. CONCLUSIONS; ACKNOWLEDGMENTS; POSTSCRIPT; APPENDIX; NOTES; REFERENCES; Chapter 3: Survey of the Recent Literature: Recovery Risk; 1. INTRODUCTION; 2. EMPIRICAL ATTRIBUTES; 3. RECOVERY CONVENTIONS; 4. RECOVERY IN STRUCTURAL MODELS; 5. RECOVERY IN REDUCED-FORM MODELS 327 $a6. MEASURE TRANSFORMATIONS7. SUMMARY ANDSPECULATION; REFERENCES; Chapter 4: Non-Parametric Analysis of Rating Transition and Default Data; 1. INTRODUCTION; 2. DATA AND OUTLINE OF METHODOLOGY; 3. ESTIMATING TRANSITION INTENSITIES IN TWO DIMENSIONS; 4. ONE-DIMENSIONAL HAZARDS AND MARGINAL INTEGRATION; 5. CONFIDENCE INTERVALS; 6. TRANSITIONS: DEPENDENCE ON PREVIOUS MOVE AND DURATION; 7. MULTIPLICATIVE INTENSITIES; 8. CONCLUDING REMARKS; ACKNOWLEDGMENTS; NOTES; REFERENCES; Chapter 5: Valuing High-Yield Bonds: A Business Modeling Approach; 1. INTRODUCTION; 2. SPECIFICATION OF THE MODEL 327 $a3. A NUMERICAL ILLUSTRATION 330 $aIn The Credit Market Handbook, financial expert and Editor H. Gifford Fong has assembled a group of prominent professionals and academics familiar with the credit arena. In each chapter, a different expert analyzes a different issue related to today's dynamic credit market, including portfolio credit risk, valuation models, and the importance of modeling credit default.In bringing together these noted authors and their work, Fong provides you with a rich framework of research in the area of credit analysis. Some of the topics discussed within this comprehensive guide include:* Esti 410 0$aWiley finance series. 606 $aCredit$xMathematical models 606 $aRisk management$xMathematical models 606 $aDefault (Finance)$xMathematical models 615 0$aCredit$xMathematical models. 615 0$aRisk management$xMathematical models. 615 0$aDefault (Finance)$xMathematical models. 676 $a332.7 676 $a332.701 700 $aFONG$b H.$01634591 701 $aFong$b H. 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