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1.
Fundamentals-based estimation of default probabilities [electronic resource] : a survey / Jorge A. Chan-Lau. by
  • Chan-Lau, Jorge A
  • International Monetary Fund. Monetary and Financial Systems Dept
  • ebrary, Inc
Series: IMF working paper ; WP/06/149.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006
Availability: Items available for loan: Main Library (1).

2.
Distance-to-default in banking [electronic resource] : a bridge too far? / Jorge A. Chan-Lau and Amadou N.R. Sy. by
  • Chan-Lau, Jorge A
  • Sy, Amadou N. R
  • International Monetary Fund. Monetary and Financial Systems Dept
  • ebrary, Inc
Series: IMF working paper ; WP/06/215.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006
Availability: Items available for loan: Main Library (1).

3.
Currency mismatches and corporate default risk [electronic resource] : modeling, measurement, and surveillance applications / prepared by Jorge A. Chan-Lau and Andre O. Santos. by
  • Chan-Lau, Jorge A
  • Santos, Andre O
  • ebrary, Inc
Series: IMF working paper ; WP/06/269.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, Research Dept., c2006
Availability: Items available for loan: Main Library (1).

4.
Lending resumption after default [electronic resource] : lessons from capital markets during the 19th century / prepared by Juan Sol�e. by
  • Sol�e, Juan
  • ebrary, Inc
Series: IMF working paper ; WP/06/176.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, c2006
Availability: Items available for loan: Main Library (1).

5.
The pricing of credit default swaps during distress [electronic resource] / prepared by Jochen Andritzky and Manmohan Singh. by
  • Andritzky, Jochen R
  • Si�mha, Manamohana
  • ebrary, Inc
Series: IMF working paper ; WP/06/254.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, c2006
Availability: Items available for loan: Main Library (1).

6.
Market-based estimation of default probabilities and its application to financial market surveillance [electronic resource] / prepared by Jorge A. Chan-Lau. by
  • Chan-Lau, Jorge A
  • ebrary, Inc
Series: IMF working paper ; WP/06/104.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, IMF Institute, 2006
Availability: Items available for loan: Main Library (1).

7.
Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau. by
  • Chan-Lau, Jorge A
  • International Monetary Fund. Monetary and Financial Systems Dept
  • ebrary, Inc
Series: IMF working paper ; WP/06/148.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006
Availability: Items available for loan: Main Library (1).

8.
The Option-iPoD : the probability of default implied by option prices based on entropy / Christian Capuano. by
  • Capuano, Christian
Series: IMF working paper ; WP/08/194
Material type: Text Book; Format: available online remote; Literary form: Not fiction
Publisher: [Washington, District of Columbia] : International Monetary Fund, 2008Copyright date: �2008
Availability: Items available for loan: Main Library (1)Call number: 332.63228.

9.
The costs of sovereign default / Eduardo Borensztein and Ugo Panizza. by
  • Borensztein, Eduardo
  • Panizza, Ugo
Series: IMF working paper ; WP/08/238
Material type: Text Book; Format: available online remote; Literary form: Not fiction
Publisher: [Washington, District of Columbia] : International Monetary Fund, 2008Copyright date: �2008
Availability: Items available for loan: Main Library (1)Call number: 336.3435.

10.
Estimating default frequencies and macrofinancial linkages in the Mexican banking sector [electronic resource] / prepared by Roldolphe Blavy and Marcos Souto. by
  • Blavy, Roldolphe
  • Souto, Marcos Rietti
  • ebrary, Inc
Series: IMF working paper ; WP/09/109.
Material type: Text Book; Format: electronic available online remote; Literary form: Not fiction
Publication details: [Washington D.C.] : International Monetary Fund, 2009
Availability: Items available for loan: Main Library (1).

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