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Biblioteca

MARC Lista (tabellare)
The Case of Andrew Fountaine, Esq [[electronic resource] ] : in relation to a bill under the name of Sir Charles Holt, Baronet
The Case of Andrew Fountaine, Esq [[electronic resource] ] : in relation to a bill under the name of Sir Charles Holt, Baronet
Pubbl/distr/stampa [London, : s.n., 1695?]
Descrizione fisica 1 broadside
Soggetto topico Loans, Personal - England
Default (Finance)
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996389675303316
[London, : s.n., 1695?]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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The case of Sr. Charles Holt Bart [[electronic resource]]
The case of Sr. Charles Holt Bart [[electronic resource]]
Autore Holt Charles, Sir.
Pubbl/distr/stampa [London, : s.n., 1695]
Descrizione fisica 1 sheet ([1] p.)
Altri autori (Persone) FountaineAndrew, Sir, <1676-1753.>
Soggetto topico Loans, Personal - England
Default (Finance)
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-996388386203316
Holt Charles, Sir.  
[London, : s.n., 1695]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
CDS delivery option [[electronic resource] ] : better pricing of credit default swaps / / David Boberski
Autore Boberski David
Edizione [1st edition]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (223 p.)
Disciplina 332.63/2
332.632
332.6457
Collana Bloomberg Financial
Soggetto topico Credit derivatives
Swaps (Finance)
Default (Finance)
Risk management
Soggetto genere / forma Electronic books.
ISBN 1-119-20441-0
1-282-68349-7
9786612683497
0-470-88325-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study.
Record Nr. UNINA-9910139216503321
Boberski David  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
CDS delivery option : better pricing of credit default swaps / / David Boberski
CDS delivery option : better pricing of credit default swaps / / David Boberski
Autore Boberski David
Edizione [1st edition]
Pubbl/distr/stampa New York, : Bloomberg Press, 2009
Descrizione fisica 1 online resource (223 p.)
Disciplina 332.63/2
332.632
332.6457
Collana Bloomberg Financial
Soggetto topico Credit derivatives
Swaps (Finance)
Default (Finance)
Risk management
ISBN 9786612683497
9781119204411
1119204410
9781282683495
1282683497
9780470883259
0470883251
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A bear market case study.
Altri titoli varianti Better pricing of credit default swaps
Credit default swap delivery option
Record Nr. UNINA-9911019782203321
Boberski David  
New York, : Bloomberg Press, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Cohort default rate guide
Cohort default rate guide
Pubbl/distr/stampa Washington, DC, : U.S. Dept. of Education, Student Financial Assistance, Default Management
Descrizione fisica volumes : digital, PDF files
Disciplina 378
Soggetto topico Student loans - United States
Default (Finance) - United States
Student aid - United States
Default (Finance)
Student aid
Student loans
Soggetto genere / forma Periodicals.
Statistics.
ISSN 2158-1894
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Record Nr. UNINA-9910698684703321
Washington, DC, : U.S. Dept. of Education, Student Financial Assistance, Default Management
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Credit default swaps on government debt [[electronic resource] ] : potential implications of the Greek debt crisis : hearing before the Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, second session, April 29, 2010
Credit default swaps on government debt [[electronic resource] ] : potential implications of the Greek debt crisis : hearing before the Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, second session, April 29, 2010
Pubbl/distr/stampa Washington : , : U.S. G.P.O., , 2010
Descrizione fisica 1 online resource (v, 113 pages) : illustrations
Soggetto topico Credit derivatives
Swaps (Finance)
Default (Finance)
Debts, Public - Greece
Financial crises - Greece
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Credit default swaps on government debt
Record Nr. UNINA-9910703061503321
Washington : , : U.S. G.P.O., , 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Currency mismatches and corporate default risk [[electronic resource] ] : modeling, measurement, and surveillance applications / / prepared by Jorge A. Chan-Lau and Andre O. Santos
Currency mismatches and corporate default risk [[electronic resource] ] : modeling, measurement, and surveillance applications / / prepared by Jorge A. Chan-Lau and Andre O. Santos
Autore Chan-Lau Jorge A
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., c2006
Descrizione fisica 1 online resource (32 p.)
Altri autori (Persone) SantosAndre O
Collana IMF working paper
Soggetto topico Corporations - Finance
Default (Finance)
Soggetto genere / forma Electronic books.
ISBN 1-4623-4273-6
1-4527-7435-8
1-283-51638-1
9786613828835
1-4519-0982-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910464346603321
Chan-Lau Jorge A  
[Washington, D.C.], : International Monetary Fund, Research Dept., c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Autore Santos Andre
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (32 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Corporations - Finance
Default (Finance)
Exports and Imports
Finance: General
Financial Risk Management
Foreign Exchange
Money and Monetary Policy
International Financial Markets
General Financial Markets: Government Policy and Regulation
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
International Lending and Debt Problems
Finance
Monetary economics
International economics
Currency
Foreign exchange
Asset valuation
Currency mismatches
Currencies
Debt default
Exchange rates
Asset-liability management
Financial risk management
Money
Debts, External
ISBN 1-4623-4273-6
1-4527-7435-8
1-283-51638-1
9786613828835
1-4519-0982-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788698803321
Santos Andre  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
Autore Santos Andre
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (32 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Corporations - Finance
Default (Finance)
Asset valuation
Asset-liability management
Currencies
Currency mismatches
Currency
Debt default
Debts, External
Exchange rates
Exports and Imports
Finance
Finance: General
Financial Risk Management
Financial risk management
Foreign Exchange
Foreign exchange
General Financial Markets: Government Policy and Regulation
Government and the Monetary System
International economics
International Financial Markets
International Lending and Debt Problems
Monetary economics
Monetary Systems
Money and Monetary Policy
Money
Payment Systems
Regimes
Standards
ISBN 9786613828835
9781462342730
1462342736
9781452774350
1452774358
9781283516389
1283516381
9781451909821
1451909829
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910975147703321
Santos Andre  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Default Prevention Act : report together with dissenting views (to accompany H.R. 692) (including cost estimate of the Congressional Budget Office)
Default Prevention Act : report together with dissenting views (to accompany H.R. 692) (including cost estimate of the Congressional Budget Office)
Pubbl/distr/stampa [Washington, D.C.] : , : [U.S. Government Publishing Office], , [2015]
Descrizione fisica 1 online resource (9 pages)
Collana Report / 114th Congress, 1st session, House of Representatives
Soggetto topico Debts, Public - United States
Government spending policy - United States
Default (Finance) - United States
Debts, Public
Default (Finance)
Government spending policy
Soggetto genere / forma Legislative materials.
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Altri titoli varianti Default Prevention Act
Record Nr. UNINA-9910698614803321
[Washington, D.C.] : , : [U.S. Government Publishing Office], , [2015]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui