LEADER 00930nam2 2200289 i 450 001 996243650203316 005 20180129154330.0 010 $a978-88-14-21710-4 100 $a20170911d2017----||||0itac50 ba 101 $aita 102 $aIT 105 $ay 00 y 200 1 $a<<6.:>> Procedimenti speciali. Libro 6, artt. 438-464-novies$eaggiornamento$fa cura di Fabio Alonzi ... [et al.]$gcoordinamento di Pasquale Bronzo 210 $aMilano$cGiuffrè$d2017 215 $aXXXI, 855 p.$d25 cm 461 1$1001000582713$12001$aCodice di procedura penale 606 0 $2BNCF 676 $a345.450502648 702 1$aBRONZO,$bPasquale 702 1$aALONZI,$bFabio 801 0$aIT$bsalbc$gISBD 912 $a996243650203316 951 $aXXVI.2. A. 109 39$b86720 G.$cXXVI.2.A. 109/$d00134544 959 $aBK 969 $aGIU 996 $aProcedimenti speciali. Libro 6, artt. 438-464-novies$91517222 997 $aUNISA LEADER 08399nam 2200637 450 001 9910137493003321 005 20170919012315.0 010 $a1-119-17043-5 010 $a1-118-63252-4 035 $a(CKB)3710000000576490 035 $a(EBL)4338066 035 $a(SSID)ssj0001603300 035 $a(PQKBManifestationID)16312124 035 $a(PQKBTitleCode)TC0001603300 035 $a(PQKBWorkID)14876942 035 $a(PQKB)10481993 035 $a(PQKBManifestationID)16277368 035 $a(PQKBWorkID)14876941 035 $a(PQKB)22506637 035 $a(MiAaPQ)EBC4338066 035 $a(DLC) 2016000332 035 $a(EXLCZ)993710000000576490 100 $a20160218h20162016 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aManufacturing and managing customer-driven derivatives /$fDong Qu 205 $aFirst edition. 210 1$aChichester, England :$cWiley,$d2016. 210 4$d©2016 215 $a1 online resource (569 p.) 225 1 $aWiley Finance Series 300 $aDescription based upon print version of record. 311 $a1-118-63262-1 320 $aIncludes bibliographical references and index. 327 $aMachine generated contents note: Preface Acknowledgments About the Author Part I: Overview of Customer-Driven Derivative Business Chapter 1: Evolving Derivative Business Environment Customer-Driven Derivative Product Categories Lessons in Derivatives & Crises Regulations Affecting Derivative Business Structured Derivative Products Geographic Features Chapter 2: Pillars in Structured Derivative Business Derivative Business Value Chain Model & Product Development Process Product Issuance and Wrapper Product Distribution Chapter 3: Financial Risk Management and Basel III Risk Measures & Financial Rule Books Basel III Technical Requirements Internal Model Method (IMM) Part II: Equity Derivatives Chapter 4: Equity Derivatives Market Features Equity Index Underlyings Discrete Dividends Option Settlement Delay Quanto Effect Future Versus Forward Implied Volatility Surface Chapter 5: Black-Scholes Paradigm Basic Modelling Framework Asian Options Basket Options Dividend Futures & Options American Options Barrier Options Lookback & Hindsight Options Volatility Smile/Skew Dynamics Impact On Hedging Chapter 6: Local Volatility Framework Local Volatility Stripper Local Volatility PDE Solver Local Volatility Monte Carlo Local Volatility to Implied Volatility Practical Issues With Local Volatility Chapter 7: Stochastic Local Volatility Framework Stochastic Volatility Models SLV Model Formulation SLV Numerical Implementation SLV Numerical Results SLV in Practice Chapter 8: Equity Linked Structured Products General Payoff Category Features of Important Structured Product Categories Barrier Reverse Convertibles Constant Proportion Portfolio Insurance (CPPI) Risks During Retail Issuance Period Chapter 9: Basket Option Analysis Basket Option Risks Copula Pricing Models Historic Basket Volatility Surfaces Implied Basket Volatility Surfaces Copula Applications Part III: Interest Rate Derivatives Chapter 10: Multi-Curve Environment & Yield Curve Stripping Multi-Curve Environment Yield Curve Stripping Collateral Impacts Multi-Curve Multi-Facet Reality Chapter 11: Vanilla Interest Rate Options Martingale Pricing Principle Cap/Floor European Swaption & SABR Risk Sensitivities Chapter 12: Practical Interest Rate Derivative Models Key Model Categories Linear Gauss Markov Model Libor Market Model Extended Cheyette Model Local Volatility Model Chapter 13: CMS Replication and CMS Spread Options CMS Convexity CMS Replication CMS Calibration CMS Spread Option Pricing Framework Copula Pricing With Full Market Marginal Distributions CMS Outlook Chapter 14: Interest Rate Derivative Products Product Design & Product Risks Bermudan Swaption Callable Products Other Important Products Part IV: Real Life Options and Derivatives Chapter 15: Long-Dated FX Volatility and Hybrid Risks FX Volatility Surface Extrapolating FX Volatility Term Structure To Long End Extrapolating FX Volatility Smile To Long End Hybrid Optionality PRDC Hybrid Risks Chapter 16: Portfolio CVA: Efficient Numerical Techniques CVA Valuation Implementation Framework Numerical Techniques in Portfolio CVA Valuation Grid Monte Carlo for CVA GMC Implementation Example GMC in Practice Chapter 17: Contingent Convertibles (CoCo) CoCo Features CoCo Categories CoCo Risk Factors Indirect Modelling Approaches Direct Modelling Approaches Chapter 18: Variable Annuity Products Key VA Product Types Major Risk Factors in VA Products Hybrid Pricing Models for VA Products Practicalities of Handling Long-Dated VA Products Importance of Understanding VA Risks Chapter 19: Interest Rate Optionality in Fixed Rate Mortgage Prepayment Optionality Prepayment Risk Characteristics Early Redemption Charge Applying Option Based Prepayment Technique Chapter 20: Real Estate Derivatives Equity Release Scheme and Related Derivatives Mortality in Derivatives Pricing Reversion Derivatives Products Real Estate Portfolio Derivatives Property Linked Roll Up Mortgage HPI Retail Products Appendix A: Product of Two Calls Decomposition Three Key Integrals Analytical Formula Bibliography . 330 $a"Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative text offers up-to-date knowledge and practices across a broad range of topics that address the entire manufacturing, pricing and risk management process, including practical knowledge and industrial best practices. This resource blends quantitative and business perspectives to provide an in-depth understanding of the derivative risk management skills that are necessary to adopt in the competitive financial industry. Manufacturing and managing customer-driven derivative products have become more complex due to macro factors such as the multi-curve environments triggered by the recent financial crises, stricter regulatory requirements of consistent modelling and managing frameworks, and the need for risk/reward optimisation. Explore the fundamental components of the derivatives business, including equity derivatives, interest rates derivatives, real estate derivatives, and real life derivatives, etc. Examine the life cycle of manufacturing derivative products and practical pricing models Deep dive into a wide range of customer-driven structured derivative products, their investment or hedging payoff features and associated risk exposures Examine the implications of changing regulatory standards, which can increase costs in the banking sector Discover practical yet sophisticated product analysis, quantitative modeling, infrastructure integration, risk analysis, and hedging analysis Gain insight on how banks should handle complex derivatives products Manufacturing and Managing Customer-Driven Derivatives is an essential guide for quants, structurers, derivatives traders, risk managers, business executives, insurance industry professionals, hedge fund managers, academic lecturers, and financial math students who are interested in looking at the bigger picture of the manufacturing, pricing and risk management process of customer-driven derivative transactions"--$cProvided by publisher. 330 $a"This book deals with some of the key derivatives products including equity derivatives, mainly used for creating investment products for retail and private investors, interest rates derivatives, used for creating investment and treasury products, real estate derivatives and hybrid derivatives products"--$cProvided by publisher. 410 0$aWiley finance series. 606 $aDerivative securities 606 $aInvestments 608 $aElectronic books. 615 0$aDerivative securities. 615 0$aInvestments. 676 $a332.64/57 686 $aBUS027000$2bisacsh 700 $aQu$b Dong$f1962-$0932412 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910137493003321 996 $aManufacturing and managing customer-driven derivatives$92098145 997 $aUNINA LEADER 05678 am 2201477 n 450 001 9910286411803321 005 20170823 010 $a2-35723-112-2 024 7 $a10.4000/books.enc.335 035 $a(CKB)4100000006675292 035 $a(FrMaCLE)OB-enc-335 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/43363 035 $a(PPN)230683487 035 $a(EXLCZ)994100000006675292 100 $a20180926j|||||||| ||| 0 101 0 $afre 135 $auu||||||m|||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aLes clercs et les princes $eDoctrines et pratiques de l?autorité ecclésiastique à l?époque moderne /$fPatrick Arabeyre, Brigitte Basdevant-Gaudemet 210 $aParis $cPublications de l?École nationale des chartes$d2017 215 $a1 online resource (506 p.) 311 $a2-35723-033-9 330 $aFruit de la collaboration interdisciplinaire associant des juristes, des historiens, des canonistes et des théologiens, français comme étrangers, ce volume aborde les multiples facettes des relations d'autorité entretenues tant au sein de l'institution ecclésiale qu'entre les princes et les clercs à l'époque moderne. Les approches sont nombreuses qui permettent de saisir ces dialogues riches et nuancés tenus par ceux qui servent tout à la fois monarchie et pouvoir spirituel. Formulation de normes juridiques subtiles, souvent susceptibles d'exceptions ; invention d'un pragmatisme sous l'empire des circonstances. Telle est la réalité quotidienne, politique, religieuse, sociale, et telles sont les relations entre les divers degrés de la hiérarchie ecclésiastique ou avec les monarques souverains. La modernité connaît le phénomène conjugué de la centralisation pontificale et de la centralisation monarchique, en pleine croissance, parallèlement à l'essor d'une sécularisation dans laquelle spirituel et temporel s'affirment, voire s'affrontent, en deux sphères bien distinctes. Roi, ministres, parlement, doctrines politiques séculières ; pape, évêques, curés, religieux, orientations canoniques ; inspirés par la raison d'État ou celle d'Église, tous président ensemble aux destinées des populations. Leur coexistence et l'harmonie de leurs actions, pour être désirées et même idéalisées, ont-elles toujours résisté à l'épreuve de l'histoire ? 517 $aclercs et les princes 606 $aReligion 606 $aHistory 606 $aXVIe siècle 606 $aEurope 606 $amonarchie 606 $areligion 606 $adroit 606 $athéologie 606 $achristianisme 606 $aÉglise 606 $aautorité 606 $aclerc 606 $aXVIIe siècle 606 $aXVIIIe siècle 606 $aépoque moderne 606 $aXVe siècle 606 $aprince 606 $adoctrine 606 $acatholocisme 606 $a1917 606 $aecclésiologie 606 $aconcile 606 $adroit canonique 610 $aXVIIIe siècle 610 $aXVIIe siècle 610 $acatholocisme 610 $aEurope 610 $adroit canonique 610 $aclerc 610 $aXVe siècle 610 $aXVIe siècle 610 $aconcile 610 $areligion 610 $amonarchie 610 $aÉglise 610 $aautorité 610 $aecclésiologie 610 $a1917 610 $adroit 610 $adoctrine 610 $achristianisme 610 $athéologie 610 $aépoque moderne 610 $aprince 615 4$aReligion 615 4$aHistory 615 4$aXVIe siècle 615 4$aEurope 615 4$amonarchie 615 4$areligion 615 4$adroit 615 4$athéologie 615 4$achristianisme 615 4$aÉglise 615 4$aautorité 615 4$aclerc 615 4$aXVIIe siècle 615 4$aXVIIIe siècle 615 4$aépoque moderne 615 4$aXVe siècle 615 4$aprince 615 4$adoctrine 615 4$acatholocisme 615 4$a1917 615 4$aecclésiologie 615 4$aconcile 615 4$adroit canonique 700 $aArabeyre$b Patrick$01280119 701 $aBarbiche$b Bernard$0210990 701 $aBasdevant-Gaudemet$b Brigitte$0323770 701 $aBonora$b Elena$0220977 701 $aCastelnau-L?Estoile$b Charlotte de$0790720 701 $aDainville-Barbiche$b Ségolène de$0504199 701 $aDescamps$b Olivier$01292837 701 $aFantappiè$b Carlo$0384908 701 $aFernández Terricabras$b Ignasi$01325689 701 $aGazzaniga$b Jean-Louis$0507934 701 $aHermann De Franceschi$b Sylvio$01325690 701 $aJankowiak$b François$0601969 701 $aLegrand$b Hervé$0407733 701 $aMaillard$b Ninon$01325691 701 $aMarceau$b Bertrand$01295389 701 $aMeyer$b Frédéric$01284991 701 $aMeylan$b Guerric$01325692 701 $aPizzorusso$b Giovanni$0273339 701 $aPoncet$b Olivier$0616095 701 $aRenoux-Zagamé$b Marie-France$0573545 701 $aRousselet-Pimont$b Anne$01325693 701 $aSchmitz$b Benoît$01315034 701 $aSchmoeckel$b Matthias$01325694 701 $aTallon$b Alain$0162562 701 $aVenard$b Marc$0162563 701 $aVillemin$b Laurent$01325695 701 $aArabeyre$b Patrick$01280119 701 $aBasdevant-Gaudemet$b Brigitte$0323770 801 0$bFR-FrMaCLE 906 $aBOOK 912 $a9910286411803321 996 $aLes clercs et les princes$93037022 997 $aUNINA