LEADER 02821cam0-22004451i-450 001 990005005140403321 005 20190410125921.0 012 $aetu- lile a-de ilan (3) 1589 (A)$2fei$5IT-NA0105 035 $a000500514 035 $aFED01000500514 035 $a(Aleph)000500514FED01 035 $a000500514 100 $a19990604d1589----km-y0itay50------ba 101 0 $aita 102 $aIT 140 $aa-----------------bb0------- 200 1 $a<>vago, e dilettevole giardino, ove si leggono gli infelici fini de molti huomini illustri. I varij, & mirabili essempi di virtů, & vitij degli huomini. I fatti, & la morte de' profeti. ... Raccolto dal padre Luigi Contarino crucifero 205 $aDi novo ristampato, et ampliato 210 $aIn Vicenza$cper gli heredi di Perin Libraro$d1589 215 $a[12], 488 [i.e. 504], [56] p.$d4° 303 $aFront. in cornice tipogr. 303 $aIniz. e fregi xilogr. 306 $aMarca (Z55) sul front. 307 $aSegn.: ?? A-2H? 2I? 2K-2M? 2N?. - Numerosi errori nella numerazione (p. 67 erroneamente numerata 63; pp. 122-123 erroneamente numerate 112-113; p. 157 erroneamente numerata 187; p. 160 erroneamente numerata 190; p. 163 erroneamente numerata 173; p. 232 erroneamente numerata 233; p. 233 erroneamente numerata 232; p. 398 erroneamente numerata 198; pp. 405-412 erroneamente numerate 389-396; dopo p. 416 erroneamente ripetute pp. 401-416) 316 $aErroneamente aggiunto il fasc. 2?? di: Aggiunta al vago, e diletteuole giardino del R. padre Luigi Contarini crucifero ...$5IT-NA105: SG 850/B 108 (1) 316 $aPiatto anteriore staccato$5IT-NA0105: SG 850/B 108 (1) 316 $aLegato con: Aggiunta al vago, e diletteuole giardino del R. padre Luigi Contarini crucifero, dall'istesso auttore nouamente composta, nella quale si leggono, Il computo de gli anni del mondo. Gli essempi di virtů, & vitij de gli huomini. Alcuni prencipi, i quali amarono molto i virtuosi. ...$5IT-NA0105: SG 850/B 108 (1) 321 1 $aEDIT16,$cCNCE 13147 421 0$1001990009816030403321 676 $a858$v22$zita 700 1$aContarini,$bLuigi$0494834 719 00$aPerin$ceredi$4650 801 0$aIT$bUNINA$gRICA$2UNIMARC 856 4 $zVisualizza la versione elettronica in SBNWeb$uhttps://books.google.it/books?id=YRcqJmp3OgEC&printsec=frontcover&hl=it&source=gbs_ge_summary_r&cad=0#v=onepage&q&f=false$e20190410 901 $aAQ 912 $a990005005140403321 952 $aSG 850/B 108 (1)$bBib. 43.412$fFLFBC 959 $aFLFBC 996 $aVago, e dilettevole giardino, ove si leggono gli infelici fini de molti huomini illustri. I varij, & mirabili essempi di virtů, & vitij degli huomini. I fatti, & la morte de' profeti. ... Raccolto dal padre Luigi Contarino crucifero$91549688 997 $aUNINA LEADER 03987nam 2200649Ia 450 001 9911020432003321 005 20200520144314.0 010 $a9786611939557 010 $a9781119207047 010 $a1119207045 010 $a9781281939555 010 $a1281939552 010 $a9780470721070 010 $a0470721073 035 $a(CKB)1000000000549450 035 $a(EBL)366858 035 $a(OCoLC)476202105 035 $a(SSID)ssj0000251983 035 $a(PQKBManifestationID)12048312 035 $a(PQKBTitleCode)TC0000251983 035 $a(PQKBWorkID)10190245 035 $a(PQKB)11007601 035 $a(MiAaPQ)EBC366858 035 $a(Perlego)2776362 035 $a(EXLCZ)991000000000549450 100 $a20080602d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStrategic asset allocation in fixed-income markets $ea MATLAB-based user's guide /$fKen Nyholm 210 $aHoboken, NJ ;$aChichester, West Sussex $cWiley$dc2008 215 $a1 online resource (187 p.) 225 1 $aThe Wiley Finance Series 300 $aDescription based upon print version of record. 311 08$a9780470753620 311 08$a0470753625 320 $aIncludes bibliographical references and index. 327 $aStrategic Asset Allocation in Fixed-Income Markets; Contents; List of Figures; Preface and Disclaimer; Acknowledgements; 1 Introduction; 1.1 Strategic asset allocation; 1.2 Outline of the book; 2 Essential Elements of MATLAB; 2.1 Introduction; 2.2 Getting started; 2.3 Introductory matrix algebra; 2.4 Organising data; 2.5 Creating functions; 2.6 Linear regression; 2.7 Some estimation examples; 2.8 A brief introduction to simulations; 3 Fixed-Income Preliminaries; 3.1 Introduction; 3.2 Spot rates and yields; 3.3 Forward rates; 3.4 Bond pricing functions; 4 Risk and Return Measures 327 $a4.1 Introduction4.2 Risk measures; 4.3 Fixed-income returns; 5 Term Structure Models; 5.1 Introduction; 5.2 Not necessarily arbitrage-free models; 5.3 Arbitrage-free models; 6 Asset Allocation; 6.1 Introduction; 6.2 Efficient portfolios; 6.3 Diversification; 6.4 The minimum variance portfolio; 6.5 Asset weight constraints; 6.6 The Capital Asset Pricing Model; 7 Statistical Tools; 7.1 Introduction; 7.2 Vector autoregression; 7.3 Regime-switching models; 7.4 Yield curve models in state-space form; 7.5 Importance sampling; 8 Building Graphical User Interfaces; 8.1 Introduction 327 $a8.2 The 'guide' development environment8.3 Creating a simple GUI; 9 Useful Formulae and Expressions; 9.1 Introduction; 9.2 Matrix operations; 9.3 Decompositions; 9.4 Basic rules; 9.5 Distributions; 9.6 Functions; 9.7 Taylor series approximation; 9.8 Interest rates, returns and portfolio statistics; Bibliography; Index 330 $aMatlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers thisEnables readers to implement financial and econometric models in MatlabAll central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps neededAll concepts and techniques are introduced from a basic levelChapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities i 410 4$aThe Wiley Finance Series 606 $aAsset allocation$xMathematical models 606 $aAsset-liability management$xMathematical models 615 0$aAsset allocation$xMathematical models. 615 0$aAsset-liability management$xMathematical models. 676 $a332.63/2044 700 $aNyholm$b Ken$01841782 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9911020432003321 996 $aStrategic asset allocation in fixed-income markets$94421625 997 $aUNINA