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[null,"1.","Record Nr.",null,"UNINA9910139014503321"]
[null,null,"Autore",null,"Rosch Daniel"]
[null,null,"Titolo",null,"Credit securitisations and derivatives [[electronic resource] ] : challenges for the global markets / / Daniel Rosch, Harald Scheule"]
[null,null,"Pubbl/distr/stampa",null,"New York, : Wiley, 2013"]
[null,null,"ISBN",null,"1-118-81850-4"]
[{"$nulls":4},"1-299-46491-2"]
[{"$nulls":4},"1-119-96604-3"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (464 p.)"]
[null,null,"Collana",null,"The Wiley Finance Series"]
[null,null,"Disciplina",null,"332.6"]
[{"$nulls":4},"332.7"]
[null,null,"Soggetti",null,"Capital assets pricing model"]
[{"$nulls":4},"Asset-backed financing - Europe"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,"Nota di contenuto",null,"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 Volume"]
[{"$nulls":4},"2.3 Global CDO Issuance and Outstanding VolumeConcluding Remarks; Notes; References; PART II CREDIT PORTFOLIO RISK MEASUREMENT; 3 Mortgage Credit Risk; 3.1 Introduction; 3.2 Five \"\"C\"\"s of Credit and Mortgage Credit Risk; 3.3 Determinants of Mortgage Default, Loss Given Default and Exposure at Default; 3.3.1 Determinants of Mortgage Default; 3.3.2 Determinants of Mortgage LGD; 3.3.3 Determinants of Mortgage EAD; 3.4 Modeling Methods for Default, LGD and EAD; 3.5 Model Risk Management; 3.6 Conclusions; References; 4 Credit Portfolio Correlations and Uncertainty; 4.1 Introduction"]
[{"$nulls":4},"4.2 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 "]
[{"$nulls":4},"Correlations; 4.5.2 Confidence Intervals for Survival Time Correlations; 4.6 Example; 4.7 Conclusion; Appendix; Notes; References; 5 Credit Portfolio Correlations with Dynamic Leverage Ratios; 5.1 Introduction; 5.2 The Hui et al. (2007) Model; 5.2.1 The Method of Images for Constant Coefficients"]
[{"$nulls":4},"5.2.2 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 Volatilities"]
[{"$nulls":4},"5.4.5 The Impact of Drift Levels5.4.6 The Impact of Initial Value of Leverage Ratio Levels; 5.4.7 Impact of Correlation between Firms and Interest Rates; 5.4.8 The Price of Credit-Linked Notes; 5.5 Conclusion; Notes; References; 6 A Hierarchical Model of Tail-Dependent Asset Returns; 6.1 Introduction; 6.2 The Variance Compound Gamma Model; 6.2.1 Multivariate Process for Logarithmic Asset Returns; 6.2.2 Dependence Structure; 6.2.3 Sampling; 6.2.4 Copula Properties; 6.3 An Application Example; 6.3.1 Portfolio Setup; 6.3.2 Test Portfolios; 6.3.3 Parameter Setup; 6.3.4 Simulation Results"]
[{"$nulls":4},"6.4 Importance Sampling Algorithm"]
[null,null,null,"Sommario/riassunto","A 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 portfo"]
[null,"2.","Record Nr.",null,"UNINA9910793606103321"]
[null,null,"Titolo",null,"Avian virology : current research and future trends / / edited by Siba K. Samal"]
[null,null,"Pubbl/distr/stampa",null,"Norfolk, UK : , : Caister Academic Press, , [2019]"]
[{"$nulls":4},"©2019"]
[null,null,"ISBN",null,"1-912530-11-2"]
[null,null,"Descrizione fisica",null,"1 online resource (420 pages)"]
[null,null,"Disciplina",null,"636.50896925"]
[null,null,"Soggetti",null,"Birds - Virus diseases"]
[{"$nulls":4},"Zoonoses"]
[{"$nulls":4},"Poultry - Virus diseases"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"3.","Record Nr.",null,"UNINA9910140104103321"]
[null,null,"Autore",null,"Seeck Gustav Adolf"]
[null,null,"Titolo",null,"Platons Sophistes : ein kritischer Kommentar"]
[null,null,"Pubbl/distr/stampa",null,"C.H.Beck, 2011"]
[{"$nulls":4},"[Place of publication not identified], : C H Beck, 2011"]
[null,null,"ISBN",null,"2-8218-4633-9"]
[null,null,"Descrizione fisica",null,"1 online resource (VI-154 p.)"]
[null,null,"Collana",null,"Zetemata Platons Sophistes"]
[null,null,"Soggetti",null,"Philosophy & Religion"]
[{"$nulls":4},"Philosophy"]
[null,null,"Lingua di pubblicazione",null,"Tedesco"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Bibliographic Level Mode of Issuance: Monograph"]
[null,null,null,"Sommario/riassunto","In Platons Dialog Sophistes wird nach der Definition des Sophisten gefragt; das führt zum Begriff des Nichtseienden und schließlich unter dem Stichwort 'Dialektik' auf die Frage nach dem Seienden. Daß Platon dabei von der sophistischen Methode ausgeht, das Seiende als bloße Spitze einer Begriffspyramide zu deuten, haben seine Interpreten seit jeher als irgendwie widersprüchlich empfunden. Dieser Kommentar ist für Leser gedacht, die bereit sind, den Sophistes (griechisch oder in Übersetzung) genau zu studieren, aber dabei einen Begleiter haben möchten, der ihnen in möglichst direkter und knapper Form hilft, den oft schwierigen einzelnen Schritten zu folgen und zugleich die Übersicht über das nicht weniger schwierige Ganze zu behalten. Er will nicht in die kaum noch überschaubare wissenschaftliche Diskussion einführen, sondern nur das dort zunehmend ins Hintertreffen geratende unmittelbare Verständnis des Wortlauts sicherstellen. Er ist \"kritisch\", weil er zum unbefangenen Lesen anhalten möchte. Damit wendet er sich nicht gegen die idealistische Interpretation von Platons Dialogen, der Platon seinen Ruhm als Philosoph verdankt, sondern will zeigen, daß es falsch wäre, den Platon, der im Sophistes Grundlegendes u. a. über Begriffsbildung und Sprache zu sagen hat, darüber zu vernachlässigen."]