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[null,"1.","Record Nr.",null,"UNINA9910672354803321"]
[null,null,"Autore",null,"Benavente Chorres Hesbert"]
[null,null,"Titolo",null,"La pragmática de la imputación penal / / Hesbert Benavente Chorres"]
[null,null,"Pubbl/distr/stampa",null,"Barcelona : , : J M BOSCH EDITOR, , 2021"]
[null,null,"ISBN",null,"84-123154-5-6"]
[null,null,"Descrizione fisica",null,"1 online resource (360 pages)"]
[null,null,"Collana",null,"Bosch procesal"]
[null,null,"Disciplina",null,"345.001"]
[null,null,"Soggetti",null,"Criminal law - Philosophy"]
[{"$nulls":4},"Responsabilidad penal"]
[{"$nulls":4},"Imputación objetiva"]
[{"$nulls":4},"Libros electronicos."]
[null,null,"Lingua di pubblicazione",null,"Spagnolo"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Incluye bibliografía."]
[null,null,"Nota di contenuto",null,"PGINA LEGAL -- NDICE -- INTRODUCCIN -- CAPTULO I -- 1. En el modelo acusatorio -- 2. En el modelo imputativo -- 3. Errores a la hora de interpretar -- 4. El control convencional -- 5. El control -- CAPTULO II -- 1. Concepto del principio -- 2. Contenido de la imputación -- 3. Los hechos nos deben -- CAPTULO III -- 1. Concepto y estructura -- 2. El testimonio referenciado -- 3. La construcción de las afirmaciones -- 4. La relevancia -- CAPTULO IV -- 1. Concepto de competencia -- 3. El normativismo desde la perspectiva -- 4. El normativismo desde la perspectiva -- 5. Toma de postura -- 6. La importancia de la infracción -- 7. Las reglas de imputación objetiva -- 9. La culpabilidad -- 10. Las causales de exclusión -- 11. Las circunstancias modificatorias -- 12. La gestión del caso -- CAPTULO V -- 1. Concepto de consecuencias -- 2. La sanción penal -- 3. La reparación -- 4. Las consecuencias -- CAPTULO VI -- 1. El control de la imputación -- 2. Estrategias de la defensa -- 3. La prisión preventiva -- CAPTULO VII -- 1. ¿Audiencia inicial o audiencia -- 2. En la audiencia inicial debemos -- 3. En la audiencia inicial -- 4. Imputar para vincular -- 5. ¿En qué momento procesal -- 6. Datos de prueba -- 7. El auto de vinculación -- BIBLIOGRAFA."]
[null,"2.","Record Nr.",null,"UNINA9910255041503321"]
[null,null,"Autore",null,"Röman Jan R. M"]
[null,null,"Titolo",null,"Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman"]
[null,null,"Pubbl/distr/stampa",null,"Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017"]
[null,null,"ISBN",null,"9783319525846"]
[{"$nulls":4},"3319525840"]
[null,null,"Edizione",null,"[1st ed. 2017.]"]
[null,null,"Descrizione fisica",null,"1 online resource (XXXI, 728 p. 141 illus.)"]
[null,null,"Disciplina",null,"332.6457"]
[null,null,"Soggetti",null,"Financial engineering"]
[{"$nulls":4},"Social sciences - Mathematics"]
[{"$nulls":4},"Capital market"]
[{"$nulls":4},"Financial risk management"]
[{"$nulls":4},"Financial Engineering"]
[{"$nulls":4},"Mathematics in Business, Economics and Finance"]
[{"$nulls":4},"Capital Markets"]
[{"$nulls":4},"Risk Management"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk - VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes."]
[null,null,null,"Sommario/riassunto","Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author's many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Malardalen University, it provides exhaustive coverage of vanilla and exotic mathematical finance "]
[{"$nulls":4},"applications for trading and risk management, combining rigorous theory with real market application. Volume I - Equity Derivatives Markets, Valuation and Risk Management. Coverage includes: The fundamentals of stochastic processes used in finance including the change of measure with Girsanov transformation and the fundamentals of probability throry. Discrete time models, such as various binomial models and numerical solutions to Partial Differential Equations (PDEs) Monte-Carlosimulations and Value-at-Risk (VaR) Continuous time models, such as Black-Scholes-Merton and similar with extensions Arbitrage theory in discrete and continuous time models Volume II - Interest Rate Derivative Markets, Valuation and Risk Management Coverage includes: Interest Rates including negative interest rates Valuation and model most kinds of IR instruments and their definitions. Bootstrapping; how to create an interest curve from prices of traded instruments. The multi curve framework and collateral discounting Difference of bootstrapping for trading and IR Risk Models and risk with positive and negative interest rates. Risk measures of IR instruments Option Adjusted Spread and embedded optionality. Pricing theory, calibration and stochastic processes of interest rates Numerical methods; Binomial and trinomial trees, PDEs (Crank-Nicholson), Newton-Raphson in 2 dimension. Black models, Normal models and Market models Pricing before and after the credit crises and the multiple curve framework. Valuation with collateral agreements, CVA, DVA and FVA."]