Tabla de Contenidos: “…4.6 The Big Bang Protocol5 Pricing Credit Spread Options: A 2-factor HW-BK Algorithm; 5.1 Introduction; 5.2 The Credit Event Process; 5.3 Credit Spread Options; 5.4 Hull-White and Black-Karazinsky Models; 5.5 Results; 5.6 Conclusion; 6 Counterparty Risk and Credit Valuation Adjustment; 6.1 Introduction; 6.2 Valuation of the CVA; 6.3 Monte Carlo Simulation for CVA on CDS; 6.4 Semi-analytic Correlation Model; 6.5 Numerical Results; 6.6 CDS with Counterparty Risk; 6.7 Counterparty Risk Mitigation; 6.8 Conclusions; PART III MULTINAME CORPORATE CREDIT DERIVATIVES; 7 Collateralized Debt Obligations…”

Tabla de Contenidos: “…5.1 Introduction to the Bootstrap5.2 The Plug-in Principle; 5.3 Bootstrap Percentile Intervals; 5.4 Two Sample Bootstrap; 5.5 Other Statistics; 5.6 Bias; 5.7 Monte Carlo Sampling: The "Second Bootstrap Principle"; 5.8 Accuracy of Bootstrap Distributions; 5.9 How Many Bootstrap Samples are Needed?…”

Tabla de Contenidos: “…Paterson -- Cambio climático y fiscalidad / Marta villar Ezcurra -- Contratación pública / José María gimeno feliu -- Sistema financiero y riesgos climáticos / beatriz belando garín -- Green monetary policy: del pánico climático a la implosión de la eurozona / Alberto Ruiz Ojeda -- La «educación» como clave en la lucha contra el cambio climático / María luisa Roca Fernández-Castanys -- Minería y cambio climático / Luis Carlos Fernández-espinar López…”

Biblioteca Digital Hispánica