MARC details
000 -LÍDER |
fixed length control field |
01902nam a22003735i 4500 |
001 - NÚMERO DE CONTROL |
control field |
u377147 |
003 - IDENTIFICADOR DEL NÚMERO DE CONTROL |
control field |
SIRSI |
005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN |
control field |
20160812084448.0 |
007 - CAMPO FIJO DE DESCRIPCIÓN FIJA--INFORMACIÓN GENERAL |
fixed length control field |
cr nn 008mamaa |
008 - ELEMENTOS DE LONGITUD FIJA -- INFORMACIÓN GENERAL |
fixed length control field |
110517s2011 gw | s |||| 0|eng d |
020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
International Standard Book Number |
9783834966667 |
-- |
978-3-8349-6666-7 |
040 ## - FUENTE DE CATALOGACIÓN |
Transcribing agency |
MX-MeUAM |
050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
Classification number |
HD30.23 |
082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
Classification number |
658.40301 |
Edition number |
23 |
100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
Personal name |
Schläfer, Timo. |
Relator term |
author. |
245 10 - MENCIÓN DE TITULO |
Title |
Recovery Risk in Credit Default Swap Premia |
Medium |
[recurso electrónico] / |
Statement of responsibility, etc. |
by Timo Schläfer. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Wiesbaden : |
Name of producer, publisher, distributor, manufacturer |
Gabler, |
Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
300 ## - DESCRIPCIÓN FÍSICA |
Extent |
XIX, 112p. 21 illus. |
Other physical details |
online resource. |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
text file |
Encoding format |
PDF |
Source |
rda |
520 ## - NOTA DE RESUMEN, ETC. |
Summary, etc. |
The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data. |
596 ## - |
-- |
19 |
650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Economics. |
650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Economics/Management Science. |
650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
Topical term or geographic name as entry element |
Operations Research/Decision Theory. |
710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Printed edition: |
International Standard Book Number |
9783834928443 |
856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
Public note |
Libro electrónico |
Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-8349-6666-7">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-8349-6666-7</a> |
942 ## - TIPO DE MATERIAL (KOHA) |
Koha item type |
Libro Electrónico |