1.

Record Nr.

UNISA990002072570203316

Autore

BICKERMAN, Elias J.

Titolo

La cronologia del mondo antico / E. J. Bickerman

Pubbl/distr/stampa

Firenze : La nuova Italia, 1963

Descrizione fisica

XI, 104 p ; 22 cm

Disciplina

902

Collocazione

I.3.A. 27(ISP II 255)

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910457828803321

Autore

Tuckman Bruce

Titolo

Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat

Pubbl/distr/stampa

Hoboken, NJ, : Wiley, c2012

ISBN

1-118-13399-4

1-299-31496-1

1-118-13397-8

Edizione

[University ed./3rd ed.]

Descrizione fisica

1 online resource (650 p.)

Collana

Wiley finance series

Altri autori (Persone)

SerratAngel

Disciplina

332.63/2044

Soggetti

Fixed-income securities

Securities

Electronic books.

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 and index.

Nota di contenuto

Fixed IncomeSecurities; Contents; Preface to the Third Edition; Acknowledgments; An Overview of Global Fixed Income Markets; PART



ONE The Relative Pricing of Securities with Fixed Cash Flows; CHAPTER 1 Prices, Discount Factors, and Arbitrage; CHAPTER 2 Spot, Forward, and Par Rates; CHAPTER 3 Returns, Spreads, and Yields; PART TWO Measures of Interest Rate Risk and Hedging; CHAPTER 4 One-Factor Risk Metrics and Hedges; CHAPTER 5 Multi-Factor Risk Metrics and Hedges; CHAPTER 6 Empirical Approaches to Risk Metrics and Hedging; PART THREE Term Structure Models

CHAPTER 7 The Science of Term Structure ModelsCHAPTER 8 The Evolution of Short Rates and the Shape of the Term Structure; CHAPTER 9 The Art of Term Structure Models: Drift; CHAPTER 10 The Art of Term Structure Models: Volatility and Distribution; CHAPTER 11 The Gauss+ and LIBOR Market Models; PART FOUR Selected Securities and Topics; CHAPTER 12 Repurchase Agreements and Financing; CHAPTER 13 Forwards and Futures: Preliminaries; CHAPTER 14 Note and Bond Futures; CHAPTER 15 Short-Term Rates and Their Derivatives; CHAPTER 16 Swaps; CHAPTER 17 Arbitrage with Financing and Two-Curve Discounting

CHAPTER 18 Fixed Income OptionsCHAPTER 19 Corporate Bonds and Credit Default Swaps; CHAPTER 20 Mortgages and Mortgage-Backed Securities; CHAPTER 21 Curve Construction; References; Exercises; Index

Sommario/riassunto

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage prici



3.

Record Nr.

UNISOBSOBE00081340

Autore

Wieland, Christoph Martin

Titolo

3: Musarion. Die Grazien. Der verklagte Amor. Nadine. Erdenglück. Celia an Damon. Bruchstücke von Psyche.; Das Leben ein Traum. Aspasia / Christoph Martin Wieland

Pubbl/distr/stampa

Leipzig, : Göschen, 1853

Descrizione fisica

312 p. ; 15 cm

Lingua di pubblicazione

Tedesco

Formato

Materiale a stampa

Livello bibliografico

Monografia