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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.]
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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.]
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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.]
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
American banker magazine
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-
Materiale a stampa
Lo trovi qui: Univ. Federico II
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American banker magazine
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-
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Analisi e gestione dei rischi di mercato, di credito e operativo / [Francesco Menoncin]
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->  
Milano : Academia Universa, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Banca e politica a Milano a metà Quattrocento
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->  
Roma, : Viella, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Compendio di economia degli intermediari finanziari / a cura di Angelo Battagli
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
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Determinants of Financial Development [[electronic resource] /] / by Y. Huang
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  
Basingstoke, : Springer Nature, 2010
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Determinants of Financial Development [[electronic resource] /] / by Y. Huang
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  
Basingstoke, : Springer Nature, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui