00750nam0-22002771i-450-99000163552040332120050331103426.0000163552FED01000163552(Aleph)000163552FED0100016355220030910d1878----km-y0itay50------bagerAnatomie der PflanzenGustav Adolf WeissWienW. Braumuller1878531 p.25 cmAnatomia vegetale581.4Weiss,Gustav Adolf<1837-1894>70062ITUNINARICAUNIMARCBK99000163552040332160 581.4 B 32571FAGBCFAGBCAnatomie der Pflanzen367458UNINA01460cam2 22003491 450 SOBE0002066320120104090100.020111213d1963 |||||ita|0103 baitaIT<<Le>>CatilinarieL'orazione per Lucio MurenaL'orazione per il poeta ArchiaMarco Tullio Cicerone[1. opera:] a cura di Vittorio Ragazzini; [2. opera:] a cura di Anthos Ardizzoni; [3. opera:] introduzione di Ettore Paratore, traduzione di Gino FunaioliMilanoMondadori1963365 p.19 cm(gc)Testo originale a fronte001LAEC000217912001 Tutte le opere di Cicerone / Centro di Studi Ciceroniani6Cicero, Marcus TulliusAF0001343507082411Regazzini, VittorioSOBA00002087070Ardizzoni, AnthosSOBA00002088070Paratore, EttoreAF00014886070Funaioli, GinoA600200031584070ITUNISOB20120104RICAUNISOBUNISOB870|Coll|7|K9202SOBE00020663M 102 Monografia moderna SBNM870|Coll|7|K000004SI9202acquistoNcutoloUNISOBUNISOB20111213111903.020120410094715.0cutoloL'orazione per Lucio Murena1719676Orationes. Catilinariae53199L'orazione per il poeta Archia1719677UNISOB02393nas 2200709-a 450 99633627130331620240413022218.0(CKB)110978976774851(CONSER)---50001958-(EXLCZ)9911097897677485120750807b19472007 --- aengtxtrdacontentcrdamediacrrdacarrierQuarterly review /Banca nazionale del lavoroRome Banca Nazionale del Lavoro1 online resourceRefereed/Peer-reviewedPrint version: Quarterly review (Banca nazionale del lavoro) 0005-4607 (DLC) 50001958 (OCoLC)1519107 Banca nazionale del lavoro quarterly reviewBNL quarterly reviewQ. Rev. - Banca Naz. Lav.Science économiqueeclasPublications périodiqueseclasConditions économiqueseclasEconomic historyfast(OCoLC)fst00901974Wirtschaftspolitik(DE-588)4066493-4gndWährungspolitik(DE-588)4064152-1gndGeldwezengttWirtschaftswissenschaftstwVolkswirtschaftstwECONOMIC CONDITIONSunbistECONOMIC POLICYunbistITALYunbistItalyEconomic conditionsPeriodicalsItalyEconomic conditions1945-PeriodicalsItalieConditions économiquesPériodiquesItalieeclasItalyfasthttps://id.oclc.org/worldcat/entity/E39PBJvd8mVMcRhwVmbtcqCPcPZeitschrift.Periodicals.fastPeriodicals.lcgftScience économique.Publications périodiques.Conditions économiques.Economic history.Wirtschaftspolitik.Währungspolitik.Geldwezen.Wirtschaftswissenschaft.Volkswirtschaft.ECONOMIC CONDITIONS.ECONOMIC POLICY.ITALY.330.945/005Banca nazionale del lavoro.JOURNAL996336271303316exl_impl conversionQuarterly review893512UNISA05036nam 22006615 450 991030024660332120200702114755.03-319-25385-910.1007/978-3-319-25385-5(CKB)3710000000541902(EBL)4206937(SSID)ssj0001597292(PQKBManifestationID)16297057(PQKBTitleCode)TC0001597292(PQKBWorkID)14886225(PQKB)10874585(DE-He213)978-3-319-25385-5(MiAaPQ)EBC4206937(PPN)190883502(EXLCZ)99371000000054190220151226d2015 u| 0engur|n|---|||||txtccrInterest Rate Modeling: Post-Crisis Challenges and Approaches /by Zorana Grbac, Wolfgang Runggaldier1st ed. 2015.Cham :Springer International Publishing :Imprint: Springer,2015.1 online resource (151 p.)SpringerBriefs in Quantitative Finance,2192-7006Description based upon print version of record.3-319-25383-2 Includes bibliographical references.Preface; Contents; 1 Post-Crisis Fixed-Income Markets; 1.1 Types of Interest Rates and Market Conventions; 1.1.1 Basic Interest Rates: Libor/Euribor, Eonia/FF and OIS Rates; 1.2 Implications of the Crisis; 1.2.1 Spreads and Their Interpretation: Credit and Liquidity Risk; 1.2.2 From Unsecured to Secured Transactions; 1.2.3 Clean Prices Versus Global Prices; 1.3 The New Paradigm: Multiple Curves at All Levels; 1.3.1 Choice of the Discount Curve; 1.3.2 Standard Martingale Measure and Forward Measures Related to OIS Bonds; 1.4 Interest Rate Derivatives; 1.4.1 Forward Rate Agreements1.4.2 Fixed and Floating Rate Bonds1.4.3 Interest Rate Swaps; 1.4.4 Overnight Indexed Swaps (OIS); 1.4.5 Basis Swaps; 1.4.6 Caps and Floors; 1.4.7 Swaptions; 2 Short-Rate and Rational Pricing Kernel Models for Multiple Curves; 2.1 Exponentially Affine Factor Models; 2.1.1 The Factor Model and Properties; 2.1.2 Technical Preliminaries; 2.1.3 Explicit Representation of the Libor Rate; 2.2 Gaussian, Exponentially Quadratic Models; 2.3 Pricing of FRAs and Other Linear Derivatives; 2.3.1 Computation of FRA Prices and FRA Rates; 2.3.2 Adjustment Factors for FRAs; 2.4 Pricing of Caps and Floors3.4.1 Linear Derivatives: Interest Rate Swaps3.4.2 Linear Derivatives: Specific Swaps and Ensuing Spreads; 3.4.3 Caps and Floors; 3.4.4 Swaptions; 3.5 Adjustment Factors; 3.5.1 Adjustment Factor for the Instantaneous Forward Rate Models; 3.5.2 Adjustment Factor for the HJM-LMM Forward Rate Model; 4 Multiple Curve Extensions of Libor Market Models (LMM); 4.1 Multi-curve Extended LMM; 4.1.1 Description of the Model; 4.1.2 Model Specifications; 4.2 Affine Libor Models with Multiple Curves; 4.2.1 The Driving Process and Its Properties; 4.2.2 The Model4.2.3 Pricing in the Multiple Curve Affine Libor Model4.3 Multiplicative Spread Models; ReferencesFilling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice. The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.SpringerBriefs in Quantitative Finance,2192-7006Economics, MathematicalGame theoryQuantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Game Theory, Economics, Social and Behav. Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13011Economics, Mathematical.Game theory.Quantitative Finance.Game Theory, Economics, Social and Behav. Sciences.332.82015118Grbac Zoranaauthttp://id.loc.gov/vocabulary/relators/aut755682Runggaldier Wolfgangauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910300246603321Interest Rate Modeling: Post-Crisis Challenges and Approaches2498773UNINA