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[null,"1.","Record Nr.",null,"UNINA9910624318303321"]
[null,null,"Autore",null,"Poncet Patrice"]
[null,null,"Titolo",null,"Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk / / Patrice Poncet, Roland Portait ; with contributions by Igor Toder"]
[null,null,"Pubbl/distr/stampa",null,"Cham, Switzerland : , : Springer, , [2022]"]
[{"$nulls":4},"©2022"]
[null,null,"ISBN",null,"3-030-84600-8"]
[null,null,"Descrizione fisica",null,"1 online resource (1385 pages)"]
[null,null,"Collana",null,"Springer texts in business and economics"]
[null,null,"Disciplina",null,"332.0415"]
[null,null,"Soggetti",null,"Capital market"]
[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,"Intro -- Preface -- Main Abbreviations and Notations -- Acknowledgments -- Contents -- 1: Introduction: Economics and Organization of Financial Markets -- 1.1 The Role of Financial Markets -- 1.1.1 The Allocation of Cash Resources Over Time -- 1.1.2 Risk Allocation -- 1.1.3 The Market as a Supplier of Information -- 1.2 Securities as Sequences of Cash Flows -- 1.2.1 Definition of a Security (or Financial Asset) -- 1.2.2 Characterizing the Cash Flow Sequence -- 1.3 Equilibrium, Absence of Arbitrage Opportunity, Market Efficiency and Liquidity -- 1.3.1 Equilibrium and Price Setting -- 1.3.2 Absence of Arbitrage Opportunity (AAO) and the Notion of Redundant Assets -- 1.3.3 Efficiency -- 1.3.3.1 The Notion of Efficiency -- 1.3.3.2 Theoretical and Empirical Considerations -- 1.3.4 Liquidity -- 1.3.5 Perfect Markets -- 1.4 Organization, a Typology of Markets, and Listing -- 1.4.1 The Banking System and Financial Markets -- 1.4.2 A Simple Typology of Financial Markets -- 1.4.2.1 Primitive Spot Assets: Allocation of Cash -- 1.4.2.2 Derivative Product Markets: Risk Allocation -- 1.4.3 Market Organization -- 1.4.3.1 Over-the-Counter/Exchange Traded Markets -- 1.4.3.2 Intermediation -- 1.4.3.3 Centralized and Decentralized Markets -- 1.4.3.4 Quotation on an Exchange -- Order Book, Fixing and Clearinghouse -- Example of Order Book and Fixing -- 1.4.3.5 Primary Markets, Secondary Markets and Over-the-Counter (OTC) -- 1.5 Summary -- Appendix: The World´s Principal Financial Markets -- Stock markets, market indexes and interest rate instruments -- Organized Derivative Markets (Futures and Options, Unless Otherwise Indicated) -- Suggestion for Further "]
[{"$nulls":4},"Reading -- Books -- Articles -- Part I: Basic Financial Instruments -- 2: Basic Finance: Interest Rates, Discounting, Investments, Loans -- 2.1 Cash Flow Sequences -- Example 1."]
[{"$nulls":4},"2.2 Transactions Involving Two Cash Flows -- 2.2.1 Transactions of Lending and Borrowing Giving Rise to Two Cash Flows over One Period -- 2.2.2 Transactions with Two Cash Flows over Several Periods -- Example 2 -- Example 3 -- 2.2.3 Comparison of Simple and Compound Interest -- Example 4 -- Example 5 -- 2.2.4 Two ``Complications´´ in Practice -- Example 6 -- Example 7 -- Example 8 (Bank Discount) -- Example 9 -- 2.2.5 Continuous Rates -- 2.2.6 General Equivalence Formulas for Rates Differing in Convention and the Length of the Reference Period -- Example 10 -- Example 11 -- 2.3 Transactions Involving an Arbitrary Number of Cash Flows: Discounting and the Analysis of Investments -- 2.3.1 Discounting -- Example 12 -- Example 13 -- 2.3.2 Yield to Maturity (YTM), Discount Rate and Internal Rate of Return (IRR) -- 2.3.3 Application to Investment Selection: The Criteria of the NPV and the IRR -- 2.3.4 Interaction Between Investing and Financing, and Financial Leverage -- Example 14 -- 2.3.5 Some Guidelines for the Choice of an Appropriate Discount Rate -- Example 15 -- 2.3.6 Inflation, Real and Nominal Cash Flows and Rates -- 2.4 Analysis of Long-Term Loans -- 2.4.1 General Considerations and Definitions: YTM and Interest Rates -- Example 16 -- Example 17 -- 2.4.2 Amortization Schedule for a Loan -- Example 18 -- Example 19 -- 2.5 Summary -- Appendix 1: Geometric Series and Discounting -- Example 20 -- Example 21 -- Appendix 2: Using Financial Tables and Spreadsheets for Discount Computations -- 1. Financial Tables -- Example 22 -- Suggested Reading -- 3: The Money Market and Its Interbank Segment -- 3.1 Interest Rate Practices and the Valuation of Securities -- 3.1.1 Interest Rate Practices on the Euro-Zone´s Money Market -- Example 1 (Interests in arrears) -- Example 2 (Interests in advance) -- Example 3 -- Example 4."]
[{"$nulls":4},"3.1.2 Alternative Practices and Conventions -- 3.2 Money Market Instruments and Operations -- 3.2.1 The Short-Term Securities of the Money Markets -- 3.2.2 Repos, Carry Trades, and Temporary Transfers of Claims -- Example 5 -- 3.2.3 Other Trades -- 3.3 Participants and Orders of Magnitude of Trades -- 3.3.1 The Participants -- 3.3.2 Orders of Magnitude -- 3.4 Role of the Interbank Market and Central Bank Intervention -- 3.4.1 Central Bank Money and the Interbank Market -- 3.4.1.1 Central Bank Money, Bank Reserves, and Interbank Settlement Payments -- 3.4.1.2 A Simple Analysis of the Macroeconomic Effects of Monetary Policy -- 3.4.1.3 The Role of the Interbank Market -- 3.4.2 Central Bank Interventions and Their Influence on Interest Rates -- 3.4.2.1 Open Market Refinancing -- Example 6 (A stylized example of weekly refinancing operation with a variable rate) -- 3.4.2.2 Permanent Access to Central Bank Money (Standing Facilities) -- 3.5 The Main Monetary Indices -- 3.5.1 Indices Reflecting the Value of a Money-Market Rate on a Given Date -- 3.5.2 Indices Reflecting the Average Value of a Money-Market Rate During a Given Period -- 3.6 Summary -- Suggestions for Further Reading -- 4: The Bond Markets -- 4.1 Fixed-Rate Bonds -- 4.1.1 Financial Characteristics and Yield to Maturity at the Date of Issue -- Example 1 -- Example 2 (to be contrasted with Example 1) -- 4.1.2 The Market Bond Value at an Arbitrary Date -- the Influence of Market Rates and of the Issuer´s Rating -- 4.1.2.1 Market Value and Interest Rate -- Example 3 -- Example 4 -- 4.1.2.2 Market Value, Credit Risk, and Rating -- Example 5 -- 4.1.3 The Quotation of Bonds -- 4.1.3.1 Definitions and Conventions -- Example 6 -- 4.1.3.2 Some Important Properties of Bond Quotes -- Example 7 -- 4.1.4 Bond Yield References "]
[{"$nulls":4},"and Bond Indices."]
[{"$nulls":4},"4.2 Floating-Rate Bonds, Indexed Bonds, and Bonds with Covenants -- 4.2.1 Floating-Rate Bonds and Notes -- 4.2.2 Indexed Bonds -- 4.2.3 Bonds with Covenants (Optional Clauses) -- 4.2.3.1 Bonds Convertible to Shares -- 4.2.3.2 Bonds with a Detachable Warrant -- 4.3 Issuing and Trading Bonds -- 4.3.1 Primary and Secondary Markets -- 4.3.2 Treasury Bonds and Treasury Notes Issues: Reopening and STRIPS -- 4.3.2.1 Fungible Treasury Bonds and Reopening -- Example 8 -- 4.3.2.2 Stripping T-Bonds and Creating Zero-Coupon Bonds -- 4.4 International and Institutional Aspects -- the Order of Magnitude of the Volume of Transactions -- 4.4.1 Brief Presentation of the International Bond Markets -- 4.4.1.1 General Considerations -- 4.4.1.2 The Euro-Bond Market -- 4.4.2 The Main National Markets -- 4.4.2.1 The American Market -- 4.4.2.2 European Bond Markets -- 4.4.2.3 The Japanese Market -- 4.4.2.4 Other Markets -- 4.5 Summary -- Suggested Readings -- 5: Introduction to the Analysis of Interest Rate and Credit Risks -- 5.1 Interest Rate Risk -- 5.1.1 Introductory Examples: The Influence of the Maturity of a Security on Its Sensitivity to Interest Rates -- Example 1 -- Example 2 -- 5.1.2 Variation, Sensitivity and Duration of a Fixed-Income Security -- 5.1.2.1 Definitions -- Example 3 -- 5.1.2.2 Two Interesting Special Cases: Zero-Coupon Bonds and Perpetual Annuities -- Example 4 -- 5.1.2.3 Practical Computation of the Sensitivity and the Duration -- Example 5 -- 5.1.3 Alternative Expressions for the Variation, Sensitivity and Duration -- 5.1.3.1 Expressions for S and D as a Function of Proportional Rates -- 5.1.3.2 Expressions for S and D as Functions of Continuous Rates -- 5.1.3.3 A Simple Expression for the Sensitivity as a Function of Zero-Coupon Rates -- 5.1.4 Some Properties of Sensitivity and Duration."]
[{"$nulls":4},"5.1.4.1 The Influence of Rates on Sensitivity and Duration -- 5.1.4.2 The Influence of the Passage of Time on S and D -- 5.1.5 The Sensitivity of a Portfolio of Assets and Liabilities or of a Balance Sheet: Sensitivity and Gaps -- 5.1.5.1 Interest Rate Risk of a Portfolio of Assets and Liabilities Evaluated at Market Value -- 5.1.5.2 Interest Rate Risk of a Balance Sheet Made Up of Assets and Liabilities Valued in Terms of the Principal Remaining Due -- Example 6 -- Example 7 -- 5.1.6 A More Accurate Estimate of Interest Rate Risk: Convexity -- Example 8 -- Example 9 -- 5.2 Introduction to Credit Risk -- 5.2.1 Analysis of the Determinants of the Credit Spread -- Example 10 -- 5.2.2 Simplified Modeling of the Credit Spread -- the Credit Triangle -- Example 11 -- Example 12 -- 5.3 Summary -- Appendix 1 -- Default Probability, Recovery Rate and Credit Spread -- Suggested Reading -- 6: The Term Structure of Interest Rates -- 6.1 Spot Rates and Forward Rates -- 6.1.1 The Yield Curve -- 6.1.1.1 The Interest Rate as a Function of Its Maturity -- 6.1.1.2 Different Yield Curves for Different Markets and Definitions of Market Rates -- 6.1.2 Yields to Maturity and Zero-Coupon Rates -- 6.1.2.1 Bullet Bonds and YTM Curves -- 6.1.2.2 Zero-coupon Bonds and Rate Curves -- Discount Factors -- 6.1.2.3 Estimating the Zero-coupon Rate Curve from a YTM Curve -- Example 1 -- 6.1.3 Forward Interest Rates Implicit in the Spot Rate Curve -- 6.1.3.1 Equations Involving the YTM -- 6.1.3.2 Alternative Relationships -- 6.1.3.3 Numerical Examples -- Example 2 -- Example 3 -- Example 4 -- 6.2 Factors Determining the Shape of the Curve -- 6.2.1 The Curve Shape -- 6.2.2 Expectations Hypothesis with Term Premiums -- 6.2.2.1 The Basic Hypothesis -- 6.2.2.2 Arguments for the Hypothesis."]
[{"$nulls":4},"6.2.2.3 The Long-term Rate as the Geometric Mean of Anticipated Short-term Rates Augmented by Premiums."]
[null,"2.","Record Nr.",null,"UNINA9910794665603321"]
[null,null,"Titolo",null,"Connecting networks : characterising contact by measuring lithic exchange in the European neolithic / / edited by Tim Kerig and Stephen Shennan"]
[null,null,"Pubbl/distr/stampa",null,"Oxford, England : , : Archaeopress, , [2015]"]
[{"$nulls":4},"©2015"]
[null,null,"ISBN",null,"1-78491-142-9"]
[null,null,"Descrizione fisica",null,"1 online resource (183 pages)"]
[null,null,"Disciplina",null,"936.01"]
[null,null,"Soggetti",null,"Neolithic period - Europe"]
[{"$nulls":4},"Neolithic period"]
[{"$nulls":4},"Stone implements - Europe"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Sommario/riassunto","This volume brings together a group of peer reviewed papers, most of them presented at a workshop held at University College London, 15-17 October 2011, as part of the European Research Council (ERC) funded project Cultural Evolution of Neolithic Europe (EUROEVOL 2010-2015)."]