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[null,"1.","Record Nr.",null,"UNINA9910717042603321"]
[null,null,"Autore",null,"Bergua Roger"]
[null,null,"Titolo",null,"Specification document for OC6 phase II : verification of an advanced soil-structure interaction model for offshore wind turbines / / Roger Bergua [and three others]"]
[null,null,"Pubbl/distr/stampa",null,"Golden, CO : , : National Renewable Energy Laboratory, , July 2021"]
[null,null,"Descrizione fisica",null,"1 online resource (vi, 56 pages) : illustrations (chiefly color)"]
[null,null,"Collana",null,"NREL/TP ; ; 5000-79938"]
[null,null,"Soggetti",null,"Offshore wind power plants - Computer simulation"]
[{"$nulls":4},"Soil-structure interaction - Computer simulation"]
[{"$nulls":4},"Offshore structures - Foundations"]
[{"$nulls":4},"Technical reports."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"July 2021.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (pages 27-28)."]
[null,"2.","Record Nr.",null,"UNINA9910778081503321"]
[null,null,"Titolo",null,"Econometrics and risk management [[electronic resource] /] / edited by Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna"]
[null,null,"Pubbl/distr/stampa",null,"Bingley, : Emerald, 2008"]
[null,null,"ISBN",null,"1-280-77108-9"]
[{"$nulls":4},"9786613681850"]
[{"$nulls":4},"1-84855-197-5"]
[null,null,"Descrizione fisica",null,"1 online resource (302 p.)"]
[null,null,"Collana",null,"Advances in econometrics, , 0731-9053 ; ; v. 22"]
[null,null,"Disciplina",null,"330.015195"]
[null,null,"Soggetti",null,"Business & Economics - Econometrics"]
[{"$nulls":4},"Business & Economics - Forecasting"]
[{"$nulls":4},"Econometrics"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Fast solution of the Gaussian copula model / Bjorn Flesaker -- Perturbed Gaussian copula / Jean-Pierre Fouque, Xianwen Zhou -- The determinants of default correlations / Kanak Patel, Ricardo Pereira -- An empirical study of pricing and hedging collateralized debt obligation (CDO) / Lijuan Cao, Zhang Jingqing, Lim Kian Guan, Zhonghui Zhao -- Data mining procedures in generalized Cox regressions / Zhen Wei -- Jump diffusion in credit barrier modeling : a partial integro-differential equation approach / Jingyi Zhu -- Bond markets with stochastic volatility / Rafael DeSantiago, Jean-Pierre Fouque, Knut Solna -- Two-dimensional Markovian model for dynamics of aggregate credit loss / Andrei V. Lopatin, Timur Misirpashaev -- Credit derivatives and risk aversion / Tim Leung, Ronnie Sircar, Thaleia Zariphopoulou -- The skewed t / Wenbo Hu, Alec N. Kercheval -- Credit risk dependence modeling with dynamic copula : an application to CDO tranches / Daniel Totouom, Margaret Armstrong -- Introduction / Jean-Pierre Fouque, Thomas B. Fomby, Knut Solna."]
[null,null,null,"Sommario/riassunto","The main theme of this volume is credit risk and credit derivatives. Recent developments in financial markets show that appropriate modeling and quantification of credit risk is fundamental in the context of modern complex structured financial products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. The volume "]
[{"$nulls":4},"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."]