LEADER 00968nam0-22003011i-450- 001 990005730880403321 005 20060410104222.0 035 $a000573088 035 $aFED01000573088 035 $a(Aleph)000573088FED01 035 $a000573088 100 $a19990604d1975----km-y0itay50------ba 101 0 $afre 105 $aa-------00--- 200 1 $aBronze IV (Mont.) - Hallstatt D$eCivilisation de lusacienne (groupe de Pologne centrale)$fpar A. Kufel-Dzierzgowska 210 $aWarszawa$cPanstwowe Wydanictvo Naukowe$d1975 215 $a10 c.$dill. ; 28 cm 225 1 $aInventaria archaeologica. Pologne$v34 610 0 $aArcheologia$aReperti$aInventari 676 $a930.1$v21$zita 700 1$aKufel-Dzierzgowska,$bA.$0219446 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990005730880403321 952 $a930.1 ARC POL 34$bARCH. 17139$fFLFBC 959 $aFLFBC 996 $aBronze IV (Mont.) - Hallstatt D$9573166 997 $aUNINA LEADER 01114nam a2200253 i 4500 001 991001729249707536 005 20020507151045.0 008 001220s1997 it ||| | ita 020 $a881406444X 035 $ab11555634-39ule_inst 035 $aLE02723939$9ExL 040 $aDip.to Studi Giuridici$bita 082 0 $a342.450858 100 1 $aButtarelli, Giovanni$0240658 245 10$aBanche dati e tutela della riservatezza :$bla privacy nella societa dell'informazione :$bcommento analitico alle leggi 31 dicembre 1996, nn. 675 e 676 in materia di trattamento dei dati personali e alla normativa comunitaria ed internazionale /$cGiovanni Buttarelli 250 $aRist. integrata con appendice 260 $aMilano :$bA. Giuffrè,$cc1997 300 $axxii, 629 p. ;$c24 cm. 907 $a.b11555634$b02-04-14$c02-07-02 912 $a991001729249707536 945 $aLE027 342 BUT01.01$g1$i2027000016990$lle027$o-$pE0.00$q-$rl$s- $t0$u9$v3$w9$x0$y.i11756718$z02-07-02 996 $aBanche dati e tutela della riservatezza$9195099 997 $aUNISALENTO 998 $ale027$b01-01-00$cm$da $e-$fita$git $h0$i1 LEADER 06124nam 2200889Ia 450 001 9910815366703321 005 20200520144314.0 010 $a9781118513484 010 $a1118513487 010 $a9781118818510 010 $a1118818512 010 $a9781299465268 010 $a1299465269 010 $a9781118513477 010 $a1118513479 035 $a(CKB)2550000001019424 035 $a(EBL)1166779 035 $a(SSID)ssj0000941607 035 $a(PQKBManifestationID)11498774 035 $a(PQKBTitleCode)TC0000941607 035 $a(PQKBWorkID)10963809 035 $a(PQKB)10189785 035 $a(Au-PeEL)EBL1166779 035 $a(CaPaEBR)ebr10687865 035 $a(CaONFJC)MIL477776 035 $a(PPN)170611183 035 $a(OCoLC)841206466 035 $a(FR-PaCSA)88813278 035 $a(CaSebORM)9781118513484 035 $a(MiAaPQ)EBC1166779 035 $a(OCoLC)878078061 035 $a(OCoLC)ocn878078061 035 $a(FRCYB88813278)88813278 035 $a(Perlego)1001872 035 $a(EXLCZ)992550000001019424 100 $a20130411d2013 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMathematics of the financial markets $efinancial instruments and derivatives modelling, valuation and risk issues /$fAlain Ruttiens 205 $a1st edition 210 $aNew York $cWiley$d2013 215 $a1 online resource (351 p.) 225 1 $aThe Wiley Finance Series 300 $aDescription based upon print version of record. 311 08$a9781118513453 311 08$a1118513452 320 $aIncludes bibliographical references and index. 327 $aMathematics of Financial Markets; Contents; Foreword; Main Notations; Introduction; Part I The Deterministic Environment; 1 Prior to the yield curve: spot and forward rates; 1.1 INTEREST RATES, PRESENT AND FUTURE VALUES, INTEREST COMPOUNDING; 1.1.1 Counting the number of days; 1.2 DISCOUNT FACTORS; 1.3 CONTINUOUS COMPOUNDING AND CONTINUOUS RATES; 1.4 FORWARD RATES; 1.4.1 Generalization: forwards and discount factors; 1.5 THE NO ARBITRAGE CONDITION; FURTHER READING; 2 The term structure or yield curve; 2.1 INTRODUCTION TO THE YIELD CURVE; 2.2 THE YIELD CURVE COMPONENTS 327 $a2.2.1 The money market side 2.2.2 Capital market side: the case of the risk-free yield curve; 2.2.3 Capital market side: the case of the swap yield curve; 2.3 BUILDING A YIELD CURVE: METHODOLOGY; 2.4 AN EXAMPLE OF YIELD CURVE POINTS DETERMINATION; 2.5 INTERPOLATIONS ON A YIELD CURVE; FURTHER READING; 3 Spot instruments; 3.1 SHORT-TERM RATES; 3.2 BONDS; 3.2.1 Bond pricing; 3.2.2 Duration; 3.2.3 Convexity; 3.3 CURRENCIES; 3.3.1 Introduction to the currencies spot market; 3.3.2 Spot quotations; FURTHER READING; 4 Equities and stock indexes; 4.1 STOCKS VALUATION 327 $a4.1.1 Discounted cash flows (DCF) method 4.1.2 The Gordon-Shapiro method; 4.1.3 The case of stocks not distributing dividends; 4.1.4 The real option method; 4.1.5 The book value method; 4.2 STOCK INDEXES; 4.3 THE PORTFOLIO THEORY; 4.3.1 Introduction to the Portfolio Theory; 4.3.2 Risk and return measures; 4.3.3 The Markowitz model; 4.3.4 Sharpe's CAPM; 4.3.5 The APT model (Roll and Ross); 4.3.6 CAPM versus APT; 4.3.7 The four-moments CAPM; FURTHER READING; 5 Forward instruments; 5.1 THE FORWARD FOREIGN EXCHANGE; 5.1.1 Forward exchange operations; 5.1.2 Forex (or FX) swaps 327 $a5.1.3 Forward forex swaps or forward-forward transactions 5.1.4 The NDF market; 5.2 FRAs; 5.2.1 Principle and calculation; 5.2.2 Example of application; 5.3 OTHER FORWARD CONTRACTS; 5.3.1 Forward contracts on equities; 5.3.2 Forward contracts on bonds; 5.4 CONTRACTS FOR DIFFERENCE (CFD); FURTHER READING; 6 Swaps; 6.1 DEFINITIONS AND FIRST EXAMPLES; 6.1.1 A first example of an IRS, on a debt (data from February 2002); 6.1.2 An example of CRS liability swap (data from February 2002); 6.1.3 Unwinding a swap; 6.2 PRIOR TO AN IRS SWAP PRICING METHOD; 6.3 PRICING OF AN IRS SWAP 327 $a6.4 (RE)VALUATION OF AN IRS SWAP 6.5 THE SWAP (RATES) MARKET; 6.6 PRICING OF A CRS SWAP; 6.7 PRICING OF SECOND-GENERATION SWAPS; 6.7.1 Zero-coupon swap; 6.7.2 EONIA and other basis swap; 6.7.3 In-arrear swap; 6.7.4 Constant maturity swap; 6.7.5 Quanto or diff swap; 6.7.6 Swapping other types of cash flows: performance swaps; FURTHER READING; 7 Futures; 7.1 INTRODUCTION TO FUTURES; 7.1.1 Margining system; 7.1.2 Settlement of the future contract at maturity; 7.2 FUTURES PRICING; 7.2.1 Theoretical price of a future; 7.2.2 Theoretical versus market future price; 7.2.3 The implied repo rate (IRR) 327 $a7.2.4 Future versus forward prices 330 $aThe book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real market examples. Given the variety and the complexity of the materials the book covers, the author sorts through a vast array of topics in a subjective way, relying upon more than twenty years of experience as a market practitioner. The book only requires the reader to be knowledgeable in the basics of algebra and statistics. The Mathematical formulae are only fully proven when the proof brings some useful insight. These formulae are 410 0$aWiley finance series. 517 1 $aMathematics of the financial markets 606 $aBusiness enterprises$zEuropean Union countries 606 $aFinancial instruments$zEuropean Union countries 606 $aMoney market$zUnited States 606 $aSmall business$zEuropean Union countries$xAuditing 615 0$aBusiness enterprises 615 0$aFinancial instruments 615 0$aMoney market 615 0$aSmall business$xAuditing. 676 $a332.1/0973 676 $a332.6320151 700 $aRuttiens$b Alain$0848795 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910815366703321 996 $aMathematics of the financial markets$94001124 997 $aUNINA