LEADER 00910nam0 2200277 450 001 000019513 005 20081118123325.0 010 $a0898713889 100 $a20081118d1997----km-y0itay50------ba 101 0 $aeng 102 $aUS 105 $ay-------001yy 200 1 $aLinear ordinary differential equations$fEarl A. Coddington, Robert Carlson 210 $aPhiladelphia$cSIAM$d1997 215 $aXII, 341 p.$d26 cm 320 $aBibliografia: P. 333-334 500 10$aLinear ordinary differential equations$934240 610 1 $aEquazioni differenziali 676 $a515.352$v20$9Equazioni differenziali ordinarie. 700 1$aCoddington,$bEarl A.$013766 701 1$aCarlson,$bRobert$0501922 801 0$aIT$bUNIPARTHENOPE$c20081118$gRICA$2UNIMARC 912 $a000019513 951 $aM 515.352/15$bM 1361$cDSA$d2008 996 $aLinear ordinary differential equations$934240 997 $aUNIPARTHENOPE LEADER 04595nam 2200601Ia 450 001 9910779520403321 005 20230721010749.0 010 $a1-60876-670-5 035 $a(CKB)2550000001041292 035 $a(EBL)3018358 035 $a(SSID)ssj0000835357 035 $a(PQKBManifestationID)12338087 035 $a(PQKBTitleCode)TC0000835357 035 $a(PQKBWorkID)10990121 035 $a(PQKB)11438004 035 $a(MiAaPQ)EBC3018358 035 $a(Au-PeEL)EBL3018358 035 $a(CaPaEBR)ebr10660219 035 $a(OCoLC)844349062 035 $a(EXLCZ)992550000001041292 100 $a20090108d2009 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aFinancial hedging$b[electronic resource] /$fPatrick N. Catlere, editor 210 $aNew York $cNova Science Publishers$dc2009 215 $a1 online resource (283 p.) 300 $aDescription based upon print version of record. 311 $a1-60692-665-9 320 $aIncludes bibliographical references and index. 327 $a""Financial Hedging""; ""Contents""; ""Preface""; ""Research and Review Studies""; ""Homogeneous and Non-homogeneous Semi-markov Backward Credit Risk Migration Models""; ""Abstract""; ""1. Introduction""; ""2. Discrete Time Semi-markov Processes""; ""3. Discrete Time Backward Semi-markov Processes""; ""4. Reliability Models""; ""5. Credit Risk Problem""; ""6. Results from Homogeous Credit Risk Model""; ""7. Results from Non Homogeous Credit Risk Model""; ""References""; ""Towards an Integrated Theory of Corporate Hedging and Capital Structure Decisions""; ""Abstract""; ""I. Introduction"" 327 $a""II. Financial Distress Costs and Corporate Taxes Constitute an Optimal Degree of Leverage""""III. Corporate Hedging Benefits Shareholders by Reducing Financial Distress Costs and Taxes""; ""IV. Corporate Hedging Benefits Shareholders by Raising Optimal Leverage""; ""V. Trading-off the Costs and Benefits of Corporate Hedging: Who Hedges More?""; ""VI. Case Study: Hewlett-Packard vs. Safeway""; ""VII. Conclusions""; ""References""; ""Probability Weighting in Futures Hedging""; ""Abstract""; ""Introduction""; ""Prospect Theory""; ""The Weighting Function"" 327 $a""Parameters of the Weighting Function""""Empirical Evidence""; ""Research Method""; ""Numerical Simulation""; ""Results""; ""Conclusion""; ""References""; ""Hedging Effectiveness with S&P500 Index Futures under Different Volatility Regimes""; ""Abstract""; ""1. Introduction""; ""2. Hedging Strategy - Minimum Variance Hedge Ratio""; ""3. Implementation of MVHR""; ""4. Data and Empirical Results""; ""5. Conclusion""; ""References""; ""American and European Portfolio Selection Strategies: The Markovian Approach""; ""Abstract""; ""1. Introduction""; ""2. Modeling Markov Processes"" 327 $a""3. The Portfolio Selection Problem""""4. A First Ex-Post Empirical Comparison among Dynamic Portfolio Strategies""; ""5. Conclusion""; ""6. Appendix: Some Possible Improvements""; ""Acknowledgement""; ""References""; ""Hedging, Liquidity, and the Multinational Firm under Exchange Rate Uncertainty""; ""Abstract""; ""1. Introduction""; ""2. The Model""; ""3. Optimal Hedging and Sales Decisions""; ""4. Hedging Role of Futures Spreads""; ""5. Hedging Role of Options""; ""6. Conclusions""; ""References""; ""Cross-Hedging for the Multinational Firm under Exchange Rate Uncertainty""; ""Abstract"" 327 $a""1. Introduction""""2. The Model""; ""3. The Benchmark Case of Perfect Hedging""; ""4. Optimal Decisions under Cross-Hedging""; ""5. Hedging Role of Options""; ""6. Conclusion""; ""References""; ""Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations""; ""Abstract""; ""1. Introduction""; ""2. Modelling the Transaction Costs""; ""3. The Leland's Approach to Option Pricing and Hedging""; ""4. Utility-Based Option Pricing and Hedging""; ""5. Conclusion""; ""Acknowledgements""; ""References""; ""Short Communications"" 327 $a""Time Horizon-Specific Hedging in Commodity Markets"" 606 $aFinancial futures 606 $aHedging (Finance) 606 $aRisk management 615 0$aFinancial futures. 615 0$aHedging (Finance) 615 0$aRisk management. 676 $a332.64/524 701 $aCatlere$b Patrick N$01523789 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910779520403321 996 $aFinancial hedging$93764132 997 $aUNINA