LEADER 00849nam0-22002771i-450 001 990004557930403321 005 20231106170238.0 035 $a000455793 035 $aFED01000455793 035 $a(Aleph)000455793FED01 100 $a19990530f---0---9km-y0itay50------ba 101 0 $aita 102 $aIT 105 $ay-------001yy 200 1 $a"Regnum" ed "Imperium" in Italia$fRoberto Cessi 210 $aBologna$cZanichelli 215 $av.$d22 cm 300 $aContributo alla storia della costituzione politica d'Italia dalla caduta alla ricostituzione dell'Impero Romano d'Occidente 700 1$aCessi,$bRoberto$0136229 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990004557930403321 952 $a7/V A 19$bbibl.19261$fFLFBC 959 $aFLFBC 996 $a"Regnum" ed "Imperium" in Italia$9547576 997 $aUNINA LEADER 02663nam0 22005773i 450 001 VAN00123746 005 20240806100814.423 017 70$2N$a9781447173229 100 $a20191001d2017 |0itac50 ba 101 $aeng 102 $aGB 105 $a|||| ||||| 200 1 $aFinancial Markets Theory$eEquilibrium, Efficiency and Information$fEmilio Barucci, Claudio Fontana 205 $a2. ed 210 $aLondon$cSpringer$d2017 215 $axv, 836 p.$cill.$d24 cm 410 1$1001VAN00102590$12001 $aSpringer finance$1210 $aBerlin$cSpringer 410 1$1001VAN00123747$12001 $aSpringer finance textbook$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN00235592$aFinancial Markets Theory$91562241 606 $a91B05$xRisk models (general) [MSC 2020]$3VANC019981$2MF 606 $a91B06$xDecision theory [MSC 2020]$3VANC021413$2MF 606 $a91B08$xIndividual preferences [MSC 2020]$3VANC035169$2MF 606 $a91B16$xUtility theory [MSC 2020]$3VANC022753$2MF 606 $a91B24$xMicroeconomic theory (price theory and economic markets) [MSC 2020]$3VANC025065$2MF 606 $a91B50$xGeneral equilibrium theory [MSC 2020]$3VANC022702$2MF 606 $a91G10$xPortfolio theory [MSC 2020]$3VANC031365$2MF 606 $a91G20$xDerivative securities (option pricing, hedging, etc.) [MSC 2020]$3VANC031011$2MF 606 $a91G30$xInterest rates, asset pricing, etc. (stochastic models) [MSC 2020]$3VANC031012$2MF 610 $aAbsence of arbitrage$9KW:K 610 $aAsset pricing$9KW:K 610 $aCapital asset pricing model$9KW:K 610 $aEquity premium puzzle$9KW:K 610 $aInformation in financial markets$9KW:K 610 $aMarket efficiency$9KW:K 610 $aMarket equilibrium$9KW:K 610 $aMarket microstructure$9KW:K 610 $aPortfolio selection$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRisk factors$9KW:K 620 $aGB$dLondon$3VANL000015 700 1$aBarucci$bEmilio$3VANV077697$0318759 701 1$aFontana$bClaudio$3VANV023627$0767358 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20260130$gRICA 856 4 $uhttp://doi.org/10.1007/978-1-4471-7322-9$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00123746 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-book 0655 $e08eMF655 20191001 996 $aFinancial Markets Theory$91562241 997 $aUNICAMPANIA