Market-based estimation of default probabilities and its application to financial market surveillance [[electronic resource] /] / prepared by Jorge A. Chan-Lau
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| Autore: |
Chan-Lau Jorge A
|
| Titolo: |
Market-based estimation of default probabilities and its application to financial market surveillance [[electronic resource] /] / prepared by Jorge A. Chan-Lau
|
| Pubblicazione: | [Washington, D.C.], : International Monetary Fund, IMF Institute, 2006 |
| Descrizione fisica: | 1 online resource (19 p.) |
| Soggetto topico: | Default (Finance) |
| Risk management | |
| Soggetto genere / forma: | Electronic books. |
| Note generali: | "April 2006." |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | ""Contents""; ""I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE""; ""II. CREDIT DEFAULT SWAPS""; ""III. BONDS""; ""IV. EQUITY PRICES""; ""V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Titolo autorizzato: | Market-based estimation of default probabilities and its application to financial market surveillance |
| ISBN: | 1-4623-7503-0 |
| 1-4527-9353-0 | |
| 1-283-51549-0 | |
| 1-4519-0898-9 | |
| 9786613827944 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910463965703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
IMF working paper ; ; WP/06/104.