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[null,"1.","Record Nr.",null,"UNISALENTO991001480589707536"]
[null,null,"Autore",null,"Bosworth, Joseph, 1789-1876"]
[null,null,"Titolo",null,"An Anglo-Saxon dictionary : based on the manuscript collections of the late Joseph Bosworth / edited and enlarged by T. Northcote Toller"]
[null,null,"Pubbl/distr/stampa",null,"Oxford ; New York : Oxford University Press, 1991"]
[null,null,"ISBN",null,"0198631014"]
[null,null,"Descrizione fisica",null,"xii, 1302 p. ; 27 cm."]
[null,null,"Soggetti",null,"English language - Dictionaries"]
[{"$nulls":4},"Lingua inglese antica - Dizionari"]
[{"$nulls":4},"Lingua anglosassone - Dizionari"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Reprint of the 1898 edition."]
[{"$nulls":4},"Includes bibliographical references."]
[null,"2.","Record Nr.",null,"UNINA9910153249103321"]
[null,null,"Autore",null,"Taylor Christopher W."]
[null,null,"Titolo",null,"Company law / / Chris Taylor"]
[null,null,"Pubbl/distr/stampa",null,"Harlow, England : , : Pearson, , [2016]"]
[{"$nulls":4},"©2016"]
[null,null,"ISBN",null,"1-292-08707-2"]
[null,null,"Edizione",null,"[Fourth edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (185 pages) : illustrations"]
[null,null,"Collana",null,"Law express"]
[null,null,"Disciplina",null,"346.42066"]
[null,null,"Soggetti",null,"Corporation law"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Includes index."]
[null,null,"Nota di contenuto",null,"Cover -- Half Title Page -- Title Page -- Copyright Page -- Contents -- Acknowledgements -- Introduction -- Guided tour -- Table of cases and statutes -- Chapter 1: Companies and other trading structures -- Chapter 2: Incorporation -- Chapter 3: Limited liability and corporate personality -- Chapter 4: Pre-incorporation contracts -- Chapter 5: The constitution of the company -- Chapter 6: Directors -- Chapter 7: Corporate finance and charges -- Chapter 8: Minority shareholder protection -- Chapter 9: Liquidation -- And finally, before the exam . . . -- Glossary of terms -- Index."]
[null,null,null,"Sommario/riassunto","Tried and tested by undergraduate law students across the UK.   94% of students polled agree that Law Express helps them to revise effectively and take exams with confidence.    88% agree that Law Express helps them to understand key concepts quickly.  Make your answer stand out with Law Express, the UK's bestselling law revision series.  Review the key cases, statutes and legal terms you need to know for your exam.  Improve your exam performance with helpful advice on effective revision.  Maximise your marks with tips for advanced thinking and further debate.  Avoid losing marks by understanding common pitfalls.  Practise answering sample questions and find guidance for structuring strong answers.  Hone your exam technique further with additional study materials on the companion website."]
[null,"3.","Record Nr.",null,"UNINA9910808834303321"]
[null,null,"Autore",null,"Marroni Leonardo <1980->"]
[null,null,"Titolo",null,"Pricing and hedging financial derivatives [[electronic resource] ] : a guide for practitioners / / Leonardo Marroni and Irene Perdomo"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, England : , : Wiley, , 2014"]
[{"$nulls":4},"©2014"]
[null,null,"ISBN",null,"1-118-77321-7"]
[{"$nulls":4},"1-119-95457-6"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (252 pages)"]
[null,null,"Collana",null,"Wiley finance series"]
[null,null,"Classificazione",null,"BUS027000"]
[null,null,"Disciplina",null,"332.64/57"]
[null,null,"Soggetti",null,"Derivative securities - Prices"]
[{"$nulls":4},"Hedging (Finance)"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Pricing and Hedging Financial Derivatives: A Guide for Practitioners; Contents; Preface; Acknowledgements; 1 An Introduction to the Major Asset Classes; 1.1 EQUITIES; 1.1.1 Introduction; 1.1.2 Pricing equities; 1.1.3 Fundamental analysis; 1.1.4 Technical analysis; 1.1.5 Quantitative analysis; 1.1.6 The equity risk premium and the pre-FOMC announcement drift; 1.2 COMMODITIES; 1.2.1 Introduction; 1.2.2 Hedging; 1.2.3 Backwardation and contango; 1.2.4 Investment in commodities; 1.2.5 Commodity fundamentals; 1.2.6 Super-cycles in commodity prices; 1.2.7 Future regulation; 1.3 FIXED INCOME"]
[{"$nulls":4},"1.3.1 Introduction 1.3.2 Credit risk; 1.3.3 The empirical pattern of yield curve moves; 1.3.4 Modelling interest rate movements; 1.3.5 Modelling the risks of default; 1.4 FOREIGN EXCHANGE; 1.4.1 Introduction; 1.4.2 How foreign exchange rates are quoted; SUMMARY; 2 Derivatives: Forwards, Futures and Swaps; 2.1 DERIVATIVES; 2.2 FORWARD CONTRACTS; 2.2.1 Definition; 2.2.2 Payoffs of forward contracts; 2.2.3 Forward price versus delivery price; 2.3 FUTURES CONTRACTS; 2.4 CALCULATING IMPLIED FORWARD PRICES AND VALUING EXISTING FORWARD CONTRACTS; 2.4.1 Calculating implied forward prices on equities"]
[{"$nulls":4},"2.4.2 Calculating implied forward prices on foreign exchange rates 2.4.3 Calculating implied forward prices on commodities; 2.4.4 Valuing existing forward contracts; 2.5 PRICING FUTURES CONTRACTS; 2.6 SWAPS; 2.6.1 Introduction; 2.6.2 Interest rate swaps; 2.6.3 Commodity "]
[{"$nulls":4},"swaps; 2.6.4 Commodity swap valuation; 2.6.5 Commodity swaps with variable notional and price; 2.6.6 Currency swaps; 2.6.7 Equity swaps; SUMMARY; 3 Derivatives: Options and Related Strategies; 3.1 CALL OPTIONS; 3.1.1 Definition; 3.1.2 Examples; 3.1.3 Scenario analysis for the S&P 500 Index call option; 3.2 PUT OPTIONS"]
[{"$nulls":4},"3.2.1 Definition 3.2.2 Examples; 3.2.3 Scenario analysis for put options; 3.3 BOUNDARY CONDITIONS FOR CALL AND PUT OPTIONS PRICES; 3.3.1 Introduction and basic notation; 3.3.2 A call option cannot be worth more than the price of the underlying asset; 3.3.3 The price of a put option cannot be higher than the present value of the strike price, K; 3.3.4 Lower boundaries for call options on non-dividend paying stocks; 3.3.5 Lower boundaries for put options on non-dividend paying stocks; 3.4 PUT-CALL PARITY; 3.5 SWAPTIONS; 3.6 OPTIONS STRATEGIES; 3.6.1 Introduction to option strategies"]
[{"$nulls":4},"3.6.2 Option spreads 3.6.3 Directional strategies using vertical spreads; 3.6.4 Risk reversal and collars; 3.6.5 Volatility strategies with puts and calls; SUMMARY; 4 Binomial Option Pricing; 4.1 ONE-PERIOD BINOMIAL TREE: REPLICATION APPROACH; 4.2 RISK-NEUTRAL VALUATION; 4.2.1 Introduction to risk-neutral valuation; 4.2.2 An alternative way to think of the option price; 4.2.3 Risk-neutral probabilities; 4.3 TWO-PERIOD BINOMIAL TREE: VALUING BACK DOWN THE TREE; 4.4 THE BINOMIAL TREE: A GENERALIZATION; 4.5 EARLY EXERCISE AND AMERICAN OPTIONS; 4.6 VOLATILITY CALIBRATION; SUMMARY"]
[{"$nulls":4},"5 The Fundamentals of Option Pricing"]
[null,null,null,"Sommario/riassunto","The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few"]
[null,"4.","Record Nr.",null,"UNINA9910158723103321"]
[null,null,"Autore",null,"Marconnet P"]
[null,null,"Titolo",null,"Muscular Function in Exercise and Training : 3rd International Symposium on Biological Sciences in Sport, Nice, October/November 1986"]
[null,null,"Pubbl/distr/stampa",null,"Basel : , : S. Karger AG, , 1987"]
[{"$nulls":4},"©1987"]
[null,null,"ISBN",null,"9783318039405"]
[{"$nulls":4},"3318039403"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (283 pages)"]
[null,null,"Collana",null,"Issn Series"]
[null,null,"Disciplina",null,"612/.044"]
[null,null,"Soggetti",null,"Muscles"]
[{"$nulls":4},"Exercise - Physiological aspects - Congresses"]
[{"$nulls":4},"Exertion - congresses"]
[{"$nulls":4},"Muscles - physiology - congresses"]
[{"$nulls":4},"Sports Medicine - congresses"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]