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[null,"1.","Record Nr.",null,"UNISALENTO991000591349707536"]
[null,null,"Autore",null,"Zwirner, Giuseppe"]
[null,null,"Titolo",null,"Itinerari nella matematica / G. Zwirner, L. Scaglianti"]
[null,null,"Pubbl/distr/stampa",null,"Padova : CEDAM, 1989"]
[null,null,"ISBN",null,"8813167946"]
[null,null,"Descrizione fisica",null,"v. ; 27 cm"]
[null,null,"Disciplina",null,"510"]
[null,null,"Soggetti",null,"Matematica"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,"Nota di contenuto",null,"1.: Funzioni"]
[null,"2.","Record Nr.",null,"UNINA9910970775003321"]
[null,null,"Autore",null,"Gasha Jose"]
[null,null,"Titolo",null,"Recent Advances in Credit Risk Modeling / / Jose Gasha, Andre Santos, Jorge Chan-Lau, Carlos Medeiros, Marcos Souto, Christian Capuano"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2009"]
[null,null,"ISBN",null,"9786612843754"]
[{"$nulls":4},"9781462378975"]
[{"$nulls":4},"1462378978"]
[{"$nulls":4},"9781452782355"]
[{"$nulls":4},"1452782350"]
[{"$nulls":4},"9781451873092"]
[{"$nulls":4},"1451873093"]
[{"$nulls":4},"9781282843752"]
[{"$nulls":4},"1282843753"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (33 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Disciplina",null,"338.542"]
[null,null,"Soggetti",null,"Credit - Management - Mathematical models"]
[{"$nulls":4},"Risk management"]
[{"$nulls":4},"Asset prices"]
[{"$nulls":4},"Asset valuation"]
[{"$nulls":4},"Asset-liability management"]
[{"$nulls":4},"Banks and Banking"]
[{"$nulls":4},"Capital and Ownership Structure"]
[{"$nulls":4},"Credit risk"]
[{"$nulls":4},"Credit"]
[{"$nulls":4},"Deflation"]
[{"$nulls":4},"Derivative securities"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Financial Instruments"]
[{"$nulls":4},"Financial Risk and Risk Management"]
[{"$nulls":4},"Financial Risk Management"]
[{"$nulls":4},"Financial risk management"]
[{"$nulls":4},"Financial services law & regulation"]
[{"$nulls":4},"Financing Policy"]
[{"$nulls":4},"Goodwill"]
[{"$nulls":4},"Inflation"]
[{"$nulls":4},"Institutional Investors"]
[{"$nulls":4},"International Financial Markets"]
[{"$nulls":4},"Investments: Options"]
[{"$nulls":4},"Macroeconomics"]
[{"$nulls":4},"Monetary economics"]
[{"$nulls":4},"Monetary Policy, Central Banking, and the Supply of Money and Credit: General"]
[{"$nulls":4},"Money and Monetary Policy"]
[{"$nulls":4},"Non-bank Financial Institutions"]
[{"$nulls":4},"Options"]
[{"$nulls":4},"Pension Funds"]
[{"$nulls":4},"Price Level"]
[{"$nulls":4},"Prices"]
[{"$nulls":4},"Value of Firms"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"August 2009.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Contents; I. Introduction; II. Structural Models; A. Single-Issuer Default Risk; B. Distance-to-Default: Variations on a Theme; Figure; 1. Dah-Sing Bank: Distance-to-Default; C. Portfolio Credit Risk Models; III. Reduced-Form Models; A. Structural and Reduced-Form Models: Reconciliation Attempts; Boxes; 1. Compensators and Pricing Trends: Some Definitions-Elizalde (2006); B. Some Models; C. Nonlinear Filtering; 2. The Modeling Strategy of Frey, Schmidt, Gabih (2007); IV. Other Innovations in the Modeling of Credit Risk; A. Default Correlation Using Copulas and Other Recent Approaches"]
[{"$nulls":4},"B. Pricing of Credit Index Options C. Distressed Debt Prices and Recovery Rate Estimation; V. Conclusions; Appendix; Filtration and the Pricing of Credit Index Options; References"]
[null,null,null,"Sommario/riassunto","As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worldwide have given new impetus to efforts to improve credit risk modeling for countries, corporations, financial institutions, and financial instruments. The paper summarizes some of the recent advances in this regard. It considers modifications of structural models, including of the classical Merton model, and efforts to reconcile the structural and the reduced-form models. It also discusses the reassessment of the default correlations using copulas, the pricing of credit index options, and the determination of the prices of distressed debt and estimation of recovery values."]