1.

Record Nr.

UNINA990008552510403321

Autore

Garland, David

Titolo

Punishment and welfare : a history of penal strategies / David Garland

Pubbl/distr/stampa

Aldershot : [s.n.], 1987

ISBN

0566054310

Descrizione fisica

X, 297 p. ; 22 cm

Disciplina

364.60941

Locazione

SDI

Collocazione

SDI-B2 237

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910961917203321

Autore

Ruiz-Arranz Marta

Titolo

Are Emerging Asia’s Reserves Really Too High? / / Marta Ruiz-Arranz, Milan Zavadjil

Pubbl/distr/stampa

Washington, D.C. : , : International Monetary Fund, , 2008

ISBN

9786612841439

9781462336623

1462336620

9781452776323

1452776326

9781451870503

1451870507

9781282841437

1282841432

Edizione

[1st ed.]

Descrizione fisica

1 online resource (36 p.)

Collana

IMF Working Papers

IMF working paper ; ; WP/08/192

Altri autori (Persone)

ZavadjilMilan

Disciplina

332.456095

Soggetti

Foreign exchange administration - Asia

Foreign exchange - Asia

Capital movements - Asia

Banking

Banks and Banking



Capital flows

Capital movements

Debts, External

Exports and Imports

External debt

Foreign exchange reserves

International economics

International Investment

International Lending and Debt Problems

International reserves

Long-term Capital Movements

Monetary Policy

Reserves accumulation

Sudden stops

Taiwan Province of China

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di contenuto

Contents; I. Introduction; II. Developments in Reserve Adequacy Indicators; Tables; 1. Volatilities of Capital Flows in Asia-Pacific Economies; Box 1: Why Scale Reserves by Gross External Liabilities?; III. An Insurance Model of Optimal Reserves; 2. Output Loss in Asian Crisis; 3. Interest Rate Spreads; 4. Estimated Sterilization Financing Costs; 5. Foreign Reserves Levels: Optimal Vs. Actual; IV. A Threshold Model of Spreads-Reserves Elasticity; 6. Thresholds in the Spreads-Reserves Relations; V. Conclusions

7. Threshold Estimates of the Elasticity of EMBI Spreads with Respect to International Reserves Traditional Indicators 8. Threshold Estimates of the Elasticity of EMBI Spreads with Respect to International Reserves New Indicators; Figures; 1. Reserves in U.S. dollar, 1990-2007; 2. Reserves in percent of GDP, 1990-2007; 3. Reserves in months of exports of goods and services, 1990-2007; 4. Reserves in percent of short-term debt, 1990-2007; 5. Reserves in percent of gross external liabilities, 1990-2007; 6. Asia Emerging Markets: External Liabilities, 1990-2006

7. Reserves in percent of broad money, 1990-2007 8. Reserves to Financial System Deposits, Equities, and Bonds, 1990-2005; 9. The Optimal Level of International Reserves, 2007; 10. Optimal vs. Actual Levels of International Reserves in Asia; 11. The Optimal Level of International Reserves and Traditional Reserve Adequacy Indicators; 12. International Reserves and Threshold Estimates; Appendix; A.1. Variable Definitions and Sources; A.2. Summary Statistics; References

Sommario/riassunto

Empirical analysis does not suggest that reserves are "too high" in the majority of Asian countries, though China may be a special case. Much of the reserve increase in Asia can be explained by an optimal insurance model under which reserves provide a steady source of liquidity to cushion the impact of a sudden stop in capital inflows on output and consumption. Moreover, the benefits of reserves in terms of



reduced spreads on privately held external debt further explains the observed growth in reserves since 1997-98. Using threshold estimation techniques, the paper shows that most of Asia can still benefit from higher reserves in terms of reduced borrowing costs.

3.

Record Nr.

UNINA9911020361003321

Autore

Rouah Fabrice <1964->

Titolo

Option pricing models and volatility using Excel-VBA / / Fabrice Douglas Rouah, Gregory Vainberg

Pubbl/distr/stampa

Hoboken, N.J., : John Wiley & Sons, c2007

ISBN

9786610827138

9781118429204

1118429206

9781119202097

1119202094

9781280827136

1280827130

9780470125755

0470125756

Descrizione fisica

1 online resource (457 p.)

Collana

Wiley finance

Altri autori (Persone)

VainbergGregory <1978->

Disciplina

332.6453

Soggetti

Options (Finance) - Prices

Capital investments - Evaluation - Mathematical models

Options (Finance) - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 409-412) and index.

Nota di contenuto

Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.



Sommario/riassunto

Praise for Option Pricing Models & Volatility Using Excel-VBA""Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers.""--Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University""This book is filled with methodology and techniques on how to implement option pricing and volatility m