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[null,"1.","Record Nr.",null,"UNISA996392177203316"]
[null,null,"Autore",null,"Chaloner Thomas <1595-1661.>"]
[null,null,"Titolo",null,"XII. resolves concerning the disposall of the person of the King [[electronic resource] ] : in a sharpe reproofe to a rejoynder to three pamphlets, published in defence of Mr. Chaloners speech (called, A speech without doores, and said to be defended without reason) under pretence of the vindication of the Parliaments honour. With a declaration of the Generall Assembly of Scotland, concerning the danger of capitulation with those who have raised warr against the Parliament, and against receiving protections from, and complying with the Cavaliers"]
[null,null,"Pubbl/distr/stampa",null,"London, : Printed by Iane Coe, 1646"]
[null,null,"Descrizione fisica",null,"[8] p"]
[null,null,"Soggetti",null,"Royalists - England - 17th century"]
[{"$nulls":4},"Great Britain History Civil War, 1642-1649 Early works to 1800"]
[{"$nulls":4},"Great Britain Politics and government 1642-1649 Early works to 1800"]
[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","Attributed to Thomas Chaloner by Wing."]
[{"$nulls":4},"A reply to: Birkenhead, Sir John. The speech without doores defended without reason (Wing B2972)."]
[{"$nulls":4},"Signatures: A⁴."]
[{"$nulls":4},"Reproduction of the original in the British Library."]
[null,null,null,"Sommario/riassunto","eebo-0018"]
[null,"2.","Record Nr.",null,"UNINA9910139554103321"]
[null,null,"Autore",null,"Garcia João"]
[null,null,"Titolo",null,"The art of credit derivatives [[electronic resource] ] : demystifying the black swan / / João Garcia and Serge Goossens"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, West Sussex, : Wiley, c2010"]
[null,null,"ISBN",null,"1-119-20662-6"]
[{"$nulls":4},"1-283-37180-4"]
[{"$nulls":4},"9786613371805"]
[{"$nulls":4},"0-470-68719-3"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (266 p.)"]
[null,null,"Collana",null,"The Wiley Finance Series ; ; v.572"]
[null,null,"Disciplina",null,"332.63/2"]
[null,null,"Soggetti",null,"Credit derivatives"]
[{"$nulls":4},"Portfolio management"]
[{"$nulls":4},"Securities"]
[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,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"The Art of Credit Derivatives: Demystifying the Black Swan; Contents; About the Authors; Acknowledgements; Preface; List of Tables; List of Figures; 1 Introduction; PART I MODELING FRAMEWORK; 2 Default Models; 2.1 Introduction; 2.2 Default; 2.3 Default Models; 3 Modeling Dependence with Copulas; 3.1 Introduction; 3.2 Copula; 3.3 Using Copulas in Practice and Factor Analysis; PART II SINGLE NAME CORPORATE CREDIT DERIVATIVES; 4 Credit Default Swaps; 4.1 Introduction; 4.2 Credit Default Swap: A Description; 4.3 Modeling CDSs; 4.4 Calibrating the Survival Probability; 4.5 2008 Auction Results"]
[{"$nulls":4},"4.6 The Big Bang Protocol5 Pricing Credit Spread Options: A 2-factor HW-BK Algorithm; 5.1 Introduction; 5.2 The Credit Event Process; 5.3 Credit Spread Options; 5.4 Hull-White and Black-Karazinsky Models; 5.5 Results; 5.6 Conclusion; 6 Counterparty Risk and Credit Valuation Adjustment; 6.1 Introduction; 6.2 Valuation of the CVA; 6.3 Monte Carlo Simulation for CVA on CDS; 6.4 Semi-analytic Correlation Model; 6.5 Numerical Results; 6.6 CDS with Counterparty Risk; 6.7 Counterparty Risk Mitigation; 6.8 Conclusions; PART III MULTINAME CORPORATE CREDIT DERIVATIVES; 7 Collateralized Debt Obligations"]
[{"$nulls":4},"7.1 Introduction7.2 A Brief Overview of CDOs; 7.3 Cash versus Synthetic CDOs; 7.4 Synthetic CDOs and Leverage; 7.5 Concentration, Correlation and Diversification; 8 Standardized Credit Indices; 8.1 "]
[{"$nulls":4},"Introduction; 8.2 Credit Default Swap Indices; 8.3 Standardization; 8.4 iTraxx, CDX and their Tranches; 8.5 Theoretical Fair Spread of Indices; 9 Pricing Synthetic CDO Tranches; 9.1 Introduction; 9.2 Generic 1-Factor Model; 9.3 Implied Compound and Base Correlation; 10 Historical Study of Lévy Base Correlation; 10.1 Introduction; 10.2 Historical Study; 10.3 Base Correlation; 10.4 Hedge Parameters"]
[{"$nulls":4},"10.5 Conclusions11 Base Expected Loss and Base Correlation Smile; 11.1 Introduction; 11.2 Base Correlation and Expected Loss: Intuition; 11.3 Base Correlation and Interpolation; 11.4 Base Expected Loss; 11.5 Interpolation; 11.6 Numerical Results; 11.7 Conclusions; 12 Base Correlation Mapping; 12.1 Introduction; 12.2 Correlation Mapping for Bespoke Portfolios; 12.3 Numerical Results; 12.4 Final Comments; 13 Correlation from Collateral to Tranches; 13.1 Introduction; 13.2 Generic 1-Factor Model; 13.3 Monte Carlo Simulation and Importance Sampling; 13.4 Gaussian Copula Tranche Loss Correlations"]
[{"$nulls":4},"13.5 Lévy Copula Tranche Loss Correlations13.6 Marshall-Olkin Copula Tranche Loss Correlations; 13.7 Conclusions; 14 Cash Flow CDOs; 14.1 Introduction; 14.2 The Waterfall of a Cash Flow CDO; 14.3 BET Methodology; 14.4 Results; 14.5 AIG and BET; 14.6 Conclusions; 15 Structured Credit Products: CPPI and CPDO; 15.1 Introduction; 15.2 Multivariate VG Modeling; 15.3 Swaptions on Credit Indices; 15.4 Model Calibration; 15.5 CPPI; 15.6 CPDO; 15.7 Conclusion; PART IV ASSET BACKED SECURITIES; 16 ABCDS and PAUG; 16.1 Introduction; 16.2 ABCDSs versus Corporate CDSs; 16.3 ABCDS Pay As You Go: PAUG"]
[{"$nulls":4},"16.4 Conclusion"]
[null,null,null,"Sommario/riassunto","Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks.  The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater.   The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity.  By showing the models that support this activity and linking them with very practical examples, the aut"]