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1. |
Record Nr. |
UNICAMPANIASUN0100725 |
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Autore |
Boulvert, Gerard |
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Titolo |
Domestique et fonctionnaire sous le Haut-Empire romain : la condition de l'affranchi et de l'esclave du prince / par Gérard Boulvert |
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Pubbl/distr/stampa |
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379 p., 1 carta di tav. ; 24 cm |
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Edizione |
[Paris : Les belles lettres] |
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Descrizione fisica |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA9910824850303321 |
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Autore |
MacKenzie Donald A |
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Titolo |
An engine, not a camera : how financial models shape markets / / Donald MacKenzie |
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Pubbl/distr/stampa |
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Cambridge, Mass., : MIT Press, ©2006 |
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ISBN |
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0-262-25004-7 |
1-282-09767-9 |
9786612097676 |
0-262-27880-4 |
1-4237-7448-5 |
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Descrizione fisica |
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1 online resource (392 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Capital market - Mathematical models |
Derivative securities - Mathematical models |
Financial crises - Mathematical models |
Financial crises |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Acknowledgements; 1 Performing Theory?; 2 Transforming Finance; 3 Theory and Practice; 4 Tests, Anomalies, and Monsters; 5 Pricing Options; 6 Pits, Bodies, and Theorems; 7 The Fall; 8 Arbitrage; 9 Models and Markets; Appendix A An Example of Modigliani and Miller's "Arbitrage Proof" of the Irrelevance of Capital Structure to Total Market Value; Appendix B Lévy Distributions; Appendix C Sprenkle's and Kassouf's Equations for Warrant Prices; Appendix D The Black-Scholes Equation for a European Option on a Non- Dividend-Bearing Stock; Appendix E Pricing Options in a Binomial World |
Appendix F Repo, Haircuts, and Reverse RepoAppendix G A Typical Swap-Spread Arbitrage Trade; Appendix H List of Interviewees; Glossary; Notes; Sources of Unpublished Documents; References; Series List; Index |
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Sommario/riassunto |
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This pioneering work in the social studies of finance describes how the emergence of modern finance theory has affected financial markets in fundamental ways. Paraphrasing Milton Friedman, the author says that economic models are an engine of inquiry rather than a camera to reproduce empirical facts. |
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