2010 recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 / / editors, Masaaki Kijima ... [et al.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2011 |
Descrizione fisica | xi, 245 p. : ill |
Disciplina | 332 |
Altri autori (Persone) | KijimaMasaaki <1957-> |
Soggetto topico | Financial engineering |
Soggetto genere / forma | Electronic books. |
ISBN |
1-283-43406-7
9786613434067 981-4366-03-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | The distribution of returns at longer horizons / E. Eberlein and D. B. Madan -- Two examples of an insider with medium/long term effects on the underlying / H. Hata and A. Kohatsu-Higa -- A note on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models with transaction costs / E. Denis -- Modeling of interest-rate term structures under collateralization and its implications / M. Fujii and A. Takahashi -- On the state variables for optimal portfolio strategies in the Japanese market / S. Kamimura -- The diversity of information acquisition strategies in a noisy REE model with a common signal and independent signals / S. Kawanishi -- Option pricing with a regime-switching Levy model / C. C. Siu -- An empirical analysis of equity market expectations in the financial turmoil using implied moments and jump diffusion processes / Y. Sugihara and N. Oda -- Investor characteristics and portfolio value / N. Takezawa -- Optimal hedging with additive models / Y. Yamada. |
Record Nr. | UNINA-9910464526603321 |
Singapore ; ; Hackensack, N.J., : World Scientific, 2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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2010 recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 / / editors, Masaaki Kijima ... [et al.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2011 |
Descrizione fisica | xi, 245 p. : ill |
Disciplina | 332 |
Altri autori (Persone) | KijimaMasaaki <1957-> |
Soggetto topico | Financial engineering |
Soggetto genere / forma | Conference papers and proceedings. |
ISBN |
1-283-43406-7
9786613434067 981-4366-03-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | The distribution of returns at longer horizons / E. Eberlein and D. B. Madan -- Two examples of an insider with medium/long term effects on the underlying / H. Hata and A. Kohatsu-Higa -- A note on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models with transaction costs / E. Denis -- Modeling of interest-rate term structures under collateralization and its implications / M. Fujii and A. Takahashi -- On the state variables for optimal portfolio strategies in the Japanese market / S. Kamimura -- The diversity of information acquisition strategies in a noisy REE model with a common signal and independent signals / S. Kawanishi -- Option pricing with a regime-switching Levy model / C. C. Siu -- An empirical analysis of equity market expectations in the financial turmoil using implied moments and jump diffusion processes / Y. Sugihara and N. Oda -- Investor characteristics and portfolio value / N. Takezawa -- Optimal hedging with additive models / Y. Yamada. |
Record Nr. | UNINA-9910789067503321 |
Singapore ; ; Hackensack, N.J., : World Scientific, 2011 | ||
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Lo trovi qui: Univ. Federico II | ||
|
2010 recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering, 2010 : Akihabara Daibiru, Tokyo, 2-3 August, 2010 / / editors, Masaaki Kijima ... [et al.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2011 |
Descrizione fisica | xi, 245 p. : ill |
Disciplina | 332 |
Altri autori (Persone) | KijimaMasaaki <1957-> |
Soggetto topico | Financial engineering |
Soggetto genere / forma | Conference papers and proceedings. |
ISBN |
1-283-43406-7
9786613434067 981-4366-03-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | The distribution of returns at longer horizons / E. Eberlein and D. B. Madan -- Two examples of an insider with medium/long term effects on the underlying / H. Hata and A. Kohatsu-Higa -- A note on the risk management of CDOs / J.-P. Laurent -- Robust no arbitrage condition for continuous-time models with transaction costs / E. Denis -- Modeling of interest-rate term structures under collateralization and its implications / M. Fujii and A. Takahashi -- On the state variables for optimal portfolio strategies in the Japanese market / S. Kamimura -- The diversity of information acquisition strategies in a noisy REE model with a common signal and independent signals / S. Kawanishi -- Option pricing with a regime-switching Levy model / C. C. Siu -- An empirical analysis of equity market expectations in the financial turmoil using implied moments and jump diffusion processes / Y. Sugihara and N. Oda -- Investor characteristics and portfolio value / N. Takezawa -- Optimal hedging with additive models / Y. Yamada. |
Record Nr. | UNINA-9910825751903321 |
Singapore ; ; Hackensack, N.J., : World Scientific, 2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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American banker magazine |
Pubbl/distr/stampa | New York, N.Y. : , : SourceMedia, , 2011- |
Descrizione fisica | 1 online resource |
Disciplina | 332 |
Soggetto topico |
Finance - United States
Banks and banking - United States Banks and banking Finance |
Soggetto genere / forma | Periodicals. |
ISSN | 2470-2080 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti |
American banker
ABM |
Record Nr. | UNINA-9910225670103321 |
New York, N.Y. : , : SourceMedia, , 2011- | ||
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Lo trovi qui: Univ. Federico II | ||
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American banker magazine |
Pubbl/distr/stampa | New York, N.Y. : , : SourceMedia, , 2011- |
Descrizione fisica | 1 online resource |
Disciplina | 332 |
Soggetto topico |
Finance - United States
Banks and banking - United States Banks and banking Finance |
Soggetto genere / forma | Periodicals. |
ISSN | 2470-2080 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Altri titoli varianti |
American banker
ABM |
Record Nr. | UNISA-996209527603316 |
New York, N.Y. : , : SourceMedia, , 2011- | ||
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Lo trovi qui: Univ. di Salerno | ||
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Analisi e gestione dei rischi di mercato, di credito e operativo / [Francesco Menoncin] |
Autore | Menoncin, Francesco <1974-> |
Pubbl/distr/stampa | Milano : Academia Universa, 2011 |
Descrizione fisica | 592 p. ; 26 cm |
Disciplina | 332 |
ISBN | 978-88-64440-48-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNINA-990009628460403321 |
Menoncin, Francesco <1974->
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Milano : Academia Universa, 2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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Banca e politica a Milano a metà Quattrocento |
Autore | Del Bo Beatrice <1969-> |
Edizione | [Edizione cartacea del 2010] |
Pubbl/distr/stampa | Roma, : Viella, 2011 |
Descrizione fisica | P. 1-257 |
Disciplina | 332 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNINA-9910131814403321 |
Del Bo Beatrice <1969->
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Roma, : Viella, 2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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Compendio di economia degli intermediari finanziari / a cura di Angelo Battagli |
Edizione | [3. ed.] |
Pubbl/distr/stampa | Napoli : Edizioni giuridiche Simone, 2011 |
Descrizione fisica | 250 p. ; 21 cm |
Disciplina | 332 |
Altri autori (Persone) | Battagli, Angelo |
Collana | I volumi di base ; 38/2 |
Soggetto topico | Intermediari finanziari |
ISBN | 9788824459761 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNISALENTO-991004293738407536 |
Napoli : Edizioni giuridiche Simone, 2011 | ||
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Lo trovi qui: Univ. del Salento | ||
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Determinants of Financial Development [[electronic resource] /] / by Y. Huang |
Autore | Huang Y |
Edizione | [1st ed. 2011.] |
Pubbl/distr/stampa | Basingstoke, : Springer Nature, 2010 |
Descrizione fisica | 1 online resource (226 p.) |
Disciplina | 332 |
Soggetto topico |
Macroeconomics
Urban economics Banks and banking Environmental economics Development economics Political economy Macroeconomics/Monetary Economics//Financial Economics Urban Economics Banking Environmental Economics Development Economics International Political Economy |
Soggetto non controllato |
reform
financiele markten carbon development financial markets koolstof ontwikkeling hervorming crisis Democracy Dependent and independent variables Estimator Gross domestic product Long run and short run P-value |
ISBN | 0-230-30249-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Half-Title; Title; Copyright; Dedication; Table of Contents; List of Figures; List of Tables; List of Abbreviations; Preface; 1 Introduction; 1.1 Background; 1.2 Origins of financial development: A review; 1.2.1 Institutions; 1.2.2 Policy; 1.2.3 Geography; 1.2.4 Other variables; 1.3 Structure of the book; 2 General Determinants of Financial Development; 2.1 Introduction; 2.2 The data; 2.2.1 Samples; 2.2.2 Measures of financial development; 2.2.3 The potential determinants; 2.3 Empirical strategy; 2.3.1 Bayesian Model Averaging; 2.3.2 General-to-specific approach
2.4 Empirical results (I): Overall financial development2.4.1 Some stylized facts; 2.4.2 What are the main determinants of FD?; 2.5 Empirical results (II): Specific financial developments; 2.6 Conclusions; Appendix text; Appendix tables; 3 Private Investment and Financial Development; 3.1 Introduction; 3.2 The data; 3.3 Analysis on data for five-year averages; 3.3.1 Methodology: System GMM; 3.3.2 Empirical results; 3.4 Analysis on annual data; 3.4.1 Methodology: Common factor approach; 3.4.2 Panel unit root tests; 3.4.3 Panel cointegration tests; 3.4.4 Estimation on annual data 3.5 ConclusionAppendix tables; Appendix figures; 4 Political Institutions and Financial Development; 4.1 Introduction; 4.2 Institutions, democratization and finance; 4.3 The measures and data; 4.3.1 The sample; 4.3.2 The measure and data for financial development; 4.3.3 The measure and data for institutional improvement; 4.4 Methodology; 4.5 Evidence; 4.5.1 Preliminary evidence; 4.5.2 Regression results; 4.6 Conclusion; Appendix tables; 5 Financial Reforms for Financial Development; 5.1 Introduction; 5.2 Methodology; 5.2.1 Model specifications; 5.2.2 Econometric methods 5.3 Empirical evidence5.3.1 Analysis on the original dataset; 5.3.2 Analysis on a larger dataset; 5.4 Discussions; 5.5 Conclusion; Appendix tables; 6 Geographic Determinants of Carbon Markets (CDM); 6.1 Introduction; 6.2 Data and stylized facts; 6.3 Econometric method: Spatial econometric approach; 6.4 Empirical evidence; 6.5 Concluding remarks; Appendix table; Conclusion; Notes; Bibliography; Index |
Record Nr. | UNISA-996201645103316 |
Huang Y
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Basingstoke, : Springer Nature, 2010 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Determinants of Financial Development [[electronic resource] /] / by Y. Huang |
Autore | Huang Y |
Edizione | [1st ed. 2011.] |
Pubbl/distr/stampa | Basingstoke, : Springer Nature, 2010 |
Descrizione fisica | 1 online resource (226 p.) |
Disciplina | 332 |
Soggetto topico |
Macroeconomics
Urban economics Banks and banking Environmental economics Development economics Political economy Macroeconomics/Monetary Economics//Financial Economics Urban Economics Banking Environmental Economics Development Economics International Political Economy |
Soggetto non controllato |
reform
financiele markten carbon development financial markets koolstof ontwikkeling hervorming crisis Democracy Dependent and independent variables Estimator Gross domestic product Long run and short run P-value |
ISBN | 0-230-30249-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Half-Title; Title; Copyright; Dedication; Table of Contents; List of Figures; List of Tables; List of Abbreviations; Preface; 1 Introduction; 1.1 Background; 1.2 Origins of financial development: A review; 1.2.1 Institutions; 1.2.2 Policy; 1.2.3 Geography; 1.2.4 Other variables; 1.3 Structure of the book; 2 General Determinants of Financial Development; 2.1 Introduction; 2.2 The data; 2.2.1 Samples; 2.2.2 Measures of financial development; 2.2.3 The potential determinants; 2.3 Empirical strategy; 2.3.1 Bayesian Model Averaging; 2.3.2 General-to-specific approach
2.4 Empirical results (I): Overall financial development2.4.1 Some stylized facts; 2.4.2 What are the main determinants of FD?; 2.5 Empirical results (II): Specific financial developments; 2.6 Conclusions; Appendix text; Appendix tables; 3 Private Investment and Financial Development; 3.1 Introduction; 3.2 The data; 3.3 Analysis on data for five-year averages; 3.3.1 Methodology: System GMM; 3.3.2 Empirical results; 3.4 Analysis on annual data; 3.4.1 Methodology: Common factor approach; 3.4.2 Panel unit root tests; 3.4.3 Panel cointegration tests; 3.4.4 Estimation on annual data 3.5 ConclusionAppendix tables; Appendix figures; 4 Political Institutions and Financial Development; 4.1 Introduction; 4.2 Institutions, democratization and finance; 4.3 The measures and data; 4.3.1 The sample; 4.3.2 The measure and data for financial development; 4.3.3 The measure and data for institutional improvement; 4.4 Methodology; 4.5 Evidence; 4.5.1 Preliminary evidence; 4.5.2 Regression results; 4.6 Conclusion; Appendix tables; 5 Financial Reforms for Financial Development; 5.1 Introduction; 5.2 Methodology; 5.2.1 Model specifications; 5.2.2 Econometric methods 5.3 Empirical evidence5.3.1 Analysis on the original dataset; 5.3.2 Analysis on a larger dataset; 5.4 Discussions; 5.5 Conclusion; Appendix tables; 6 Geographic Determinants of Carbon Markets (CDM); 6.1 Introduction; 6.2 Data and stylized facts; 6.3 Econometric method: Spatial econometric approach; 6.4 Empirical evidence; 6.5 Concluding remarks; Appendix table; Conclusion; Notes; Bibliography; Index |
Record Nr. | UNINA-9910130754003321 |
Huang Y
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Basingstoke, : Springer Nature, 2010 | ||
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Lo trovi qui: Univ. Federico II | ||
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