Ora la verità : cronistoria di un'ingiustizia : il caso Cassa di Risparmi e Depositi di Prato / / Giovanni Bambagioni ; introduzione di Umberto Cecchi |
Autore | Bambagioni Giovanni |
Pubbl/distr/stampa | Firenze, : Polistampa, 2012 |
Descrizione fisica | 301 p |
Disciplina | 332 |
Soggetto topico | Savings banks - Italy - Prato - History |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Altri titoli varianti | Ora la verità |
Record Nr. | UNINA-9910137765403321 |
Bambagioni Giovanni | ||
Firenze, : Polistampa, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara |
Autore | Bharamappanavara Saikumar C. |
Pubbl/distr/stampa | Stuttgart : , : Ibidem-Verlag, , 2012 |
Descrizione fisica | 1 online resource (151 pages) : illustrations, maps |
Disciplina | 332 |
Collana | University meets microfinance |
Soggetto topico | Microfinance - India |
Soggetto genere / forma | Electronic books. |
ISBN | 3-8382-6121-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910480544503321 |
Bharamappanavara Saikumar C. | ||
Stuttgart : , : Ibidem-Verlag, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara |
Autore | Bharamappanavara Saikumar C. |
Pubbl/distr/stampa | Stuttgart : , : Ibidem-Verlag, , 2012 |
Descrizione fisica | 1 online resource (151 pages) : illustrations, maps |
Disciplina | 332 |
Collana | University meets microfinance |
Soggetto topico | Microfinance - India |
ISBN | 3-8382-6121-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910793788603321 |
Bharamappanavara Saikumar C. | ||
Stuttgart : , : Ibidem-Verlag, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The performance of microcredit organisations : a comparative perspective / / Saikumar C. Bharamappanavara |
Autore | Bharamappanavara Saikumar C. |
Pubbl/distr/stampa | Stuttgart : , : Ibidem-Verlag, , 2012 |
Descrizione fisica | 1 online resource (151 pages) : illustrations, maps |
Disciplina | 332 |
Collana | University meets microfinance |
Soggetto topico | Microfinance - India |
ISBN | 3-8382-6121-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910822813003321 |
Bharamappanavara Saikumar C. | ||
Stuttgart : , : Ibidem-Verlag, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka |
Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
Descrizione fisica | 1 online resource (231 p.) |
Disciplina | 332 |
Altri autori (Persone) |
TakahashiAkihiko
MuromachiYukio NakaokaHidetaka |
Collana | Recent advances in financial engineering. 2011 |
Soggetto topico | Financial engineering |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-60371-6
9786613784407 981-4407-33-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
International Workshop on Finance 2011; Preface; Program; Contents; On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals L. P. Hughston and F. Mina; References; On Pricing Contingent Capital Notes D. B. Madan; 1. Introduction; 2. The Foreign Equity Option Surface; 3. The FX Option Surface; 4. Quantoing CSGN.VX from CHF to USD; 4.1 General principles for quantoing option surfaces; 4.2 The joint law employed; 4.3 Quantoing CSGN.VX into USD; 5. ADR the Quantoed Surface; 5.1 General procedure to ADR a surface; 5.2 CSGN.VX ADR into USD
6. The Compound Spread Option Model for the Law of the Balance Sheet 6.1 Equity options as compound spread options; 6.2 Results of calibrating compound spread option model on the ADR surface; 7. Calibrate the Conic Stress Level; 8. Simulating Assets, Liabilities, Stock Prices and Capital Ratios; 9. Pricing the CoCo; 10. Conclusion; References; A Survey on Modeling and Analysis of Basis Spreads M. Fujii and A. Takahashi; 1. Introduction; 2. Review of Econometric Analysis on the Spread Dynamics; 3. Review of Existing Pricing Models in the Presence of Spreads; 4. Summary and Implication References Conservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments 3.1.2 Adjustment costs 3.1.3 Outline of our problem stated; 3.1.4 Presumptions reminded; 3.2 Dynamic control considerations; 3.2.1 Stochastic impulse control problem; 3.2.2 Optimal (s, S ) inventory policy; 3.2.3 Adjustment costs and optimal information security investment; 3.3 Formulation and solution; 3.3.1 Assumptions; 3.3.2 Problem to be solved; 3.3.3 Interpretation; 4. The Optimal Solution: Numerical Illustrations; 4.1 Derivation of optimal solution; 4.2 The effect of individual parameter; 4.2.1 The effects of volatility, drift, vulnerability and efficiency 4.2.2 The effect of adjustment costs 4.2.3 The effect of interest rate; 4.3 The effects of important variables and considerations; 4.3.1 The effect of multiple investments; 4.3.2 Considerations on investment interval and frequency; 5. Concluding Remarks; 5.1 Summary; 5.2 Remaining problems; 5.2.1 Interpretation of the model; 5.2.2 Much simpler investment rule; 5.2.3 More Realistic formulation of the threat; References; Strategic Investment with Three Asymmetric Firms S. Ko and T. Shibata; 1. Introduction; 2. Model; 2.1 Setup; 2.2 Value functions in the triopoly market 2.3 Value functions in the monopoly and duopoly markets |
Record Nr. | UNINA-9910462042803321 |
Hackensack, N.J., : World Scientific, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka |
Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
Descrizione fisica | 1 online resource (231 p.) |
Disciplina | 332 |
Altri autori (Persone) |
TakahashiAkihiko
MuromachiYukio NakaokaHidetaka |
Collana | Recent advances in financial engineering. 2011 |
Soggetto topico | Financial engineering |
ISBN |
1-281-60371-6
9786613784407 981-4407-33-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
International Workshop on Finance 2011; Preface; Program; Contents; On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals L. P. Hughston and F. Mina; References; On Pricing Contingent Capital Notes D. B. Madan; 1. Introduction; 2. The Foreign Equity Option Surface; 3. The FX Option Surface; 4. Quantoing CSGN.VX from CHF to USD; 4.1 General principles for quantoing option surfaces; 4.2 The joint law employed; 4.3 Quantoing CSGN.VX into USD; 5. ADR the Quantoed Surface; 5.1 General procedure to ADR a surface; 5.2 CSGN.VX ADR into USD
6. The Compound Spread Option Model for the Law of the Balance Sheet 6.1 Equity options as compound spread options; 6.2 Results of calibrating compound spread option model on the ADR surface; 7. Calibrate the Conic Stress Level; 8. Simulating Assets, Liabilities, Stock Prices and Capital Ratios; 9. Pricing the CoCo; 10. Conclusion; References; A Survey on Modeling and Analysis of Basis Spreads M. Fujii and A. Takahashi; 1. Introduction; 2. Review of Econometric Analysis on the Spread Dynamics; 3. Review of Existing Pricing Models in the Presence of Spreads; 4. Summary and Implication References Conservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments 3.1.2 Adjustment costs 3.1.3 Outline of our problem stated; 3.1.4 Presumptions reminded; 3.2 Dynamic control considerations; 3.2.1 Stochastic impulse control problem; 3.2.2 Optimal (s, S ) inventory policy; 3.2.3 Adjustment costs and optimal information security investment; 3.3 Formulation and solution; 3.3.1 Assumptions; 3.3.2 Problem to be solved; 3.3.3 Interpretation; 4. The Optimal Solution: Numerical Illustrations; 4.1 Derivation of optimal solution; 4.2 The effect of individual parameter; 4.2.1 The effects of volatility, drift, vulnerability and efficiency 4.2.2 The effect of adjustment costs 4.2.3 The effect of interest rate; 4.3 The effects of important variables and considerations; 4.3.1 The effect of multiple investments; 4.3.2 Considerations on investment interval and frequency; 5. Concluding Remarks; 5.1 Summary; 5.2 Remaining problems; 5.2.1 Interpretation of the model; 5.2.2 Much simpler investment rule; 5.2.3 More Realistic formulation of the threat; References; Strategic Investment with Three Asymmetric Firms S. Ko and T. Shibata; 1. Introduction; 2. Model; 2.1 Setup; 2.2 Value functions in the triopoly market 2.3 Value functions in the monopoly and duopoly markets |
Record Nr. | UNINA-9910790329603321 |
Hackensack, N.J., : World Scientific, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011 / / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2012 |
Descrizione fisica | 1 online resource (231 p.) |
Disciplina | 332 |
Altri autori (Persone) |
TakahashiAkihiko
MuromachiYukio NakaokaHidetaka |
Collana | Recent advances in financial engineering. 2011 |
Soggetto topico | Financial engineering |
ISBN |
1-281-60371-6
9786613784407 981-4407-33-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
International Workshop on Finance 2011; Preface; Program; Contents; On the Representation of General Interest Rate Models as Square- Integrable Wiener Functionals L. P. Hughston and F. Mina; References; On Pricing Contingent Capital Notes D. B. Madan; 1. Introduction; 2. The Foreign Equity Option Surface; 3. The FX Option Surface; 4. Quantoing CSGN.VX from CHF to USD; 4.1 General principles for quantoing option surfaces; 4.2 The joint law employed; 4.3 Quantoing CSGN.VX into USD; 5. ADR the Quantoed Surface; 5.1 General procedure to ADR a surface; 5.2 CSGN.VX ADR into USD
6. The Compound Spread Option Model for the Law of the Balance Sheet 6.1 Equity options as compound spread options; 6.2 Results of calibrating compound spread option model on the ADR surface; 7. Calibrate the Conic Stress Level; 8. Simulating Assets, Liabilities, Stock Prices and Capital Ratios; 9. Pricing the CoCo; 10. Conclusion; References; A Survey on Modeling and Analysis of Basis Spreads M. Fujii and A. Takahashi; 1. Introduction; 2. Review of Econometric Analysis on the Spread Dynamics; 3. Review of Existing Pricing Models in the Presence of Spreads; 4. Summary and Implication References Conservative Delta Hedging under Transaction Costs M. Fukasawa; 1. Introduction; 2. Conservative Delta Hedging; 3. Discrete Hedging under Transaction Costs; 4. Mean Squared Error; 5. Leland's Strategy and the Choice of; 6. Conclusion; References; The Theory of Optimal Investment in Information Security and Adjustment Costs: An Impulse Control Approach M. Goto and K. Tatsumi; 1. Introduction; 2. Static Optimum Investment Size: The Model of Gordon-Loeb; 3. Optimal Investment in Information Security; 3.1 Overview; 3.1.1 Literature review: Models of multiple investments 3.1.2 Adjustment costs 3.1.3 Outline of our problem stated; 3.1.4 Presumptions reminded; 3.2 Dynamic control considerations; 3.2.1 Stochastic impulse control problem; 3.2.2 Optimal (s, S ) inventory policy; 3.2.3 Adjustment costs and optimal information security investment; 3.3 Formulation and solution; 3.3.1 Assumptions; 3.3.2 Problem to be solved; 3.3.3 Interpretation; 4. The Optimal Solution: Numerical Illustrations; 4.1 Derivation of optimal solution; 4.2 The effect of individual parameter; 4.2.1 The effects of volatility, drift, vulnerability and efficiency 4.2.2 The effect of adjustment costs 4.2.3 The effect of interest rate; 4.3 The effects of important variables and considerations; 4.3.1 The effect of multiple investments; 4.3.2 Considerations on investment interval and frequency; 5. Concluding Remarks; 5.1 Summary; 5.2 Remaining problems; 5.2.1 Interpretation of the model; 5.2.2 Much simpler investment rule; 5.2.3 More Realistic formulation of the threat; References; Strategic Investment with Three Asymmetric Firms S. Ko and T. Shibata; 1. Introduction; 2. Model; 2.1 Setup; 2.2 Value functions in the triopoly market 2.3 Value functions in the monopoly and duopoly markets |
Record Nr. | UNINA-9910811232803321 |
Hackensack, N.J., : World Scientific, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Research in finance [[electronic resource]] |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Bingley, U.K., : Emerald, 2012 |
Descrizione fisica | 1 online resource (309 p.) |
Disciplina | 332 |
Altri autori (Persone) | KensingerJohn F |
Collana | Research in finance |
Soggetto topico | Finance |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-76902-5
9786613679796 1-78052-753-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
FRONT COVER; RESEARCH IN FINANCE; COPYRIGHT PAGE; CONTENTS; LIST OF CONTRIBUTORS; INTRODUCTION; CHAPTER 1 AN EMPIRICAL EXPLORATION OF THE CBOE VOLATILITY INDEX (VIX) FUTURES MARKET AS A HEDGE FOR EQUITY MARKET AND HEDGE FUND INVESTORS; LITERATURE REVIEW; EMPIRICAL PROPERTIES OF THE CASH VIX AND THE CASH-FUTURES BASIS; EXPLANATION OF THE VOLATILITY FUTURES RISK PREMIUM; THE RELATIONSHIP BETWEEN VIX AND THE S&P 500; USING VIX TO REDUCE HIGHER MOMENT RISKS OF HEDGE FUNDS; CONCLUSION; REFERENCES; CHAPTER 2 GLOBAL EARNINGS FORECASTING EFFICIENCY; UNDERSTANDING RISK AND PORTFOLIO CONSTRUCTION
EXPECTED RETURNS MODELING AND STOCK SELECTIONEFFICIENT PORTFOLIO CONSTRUCTION; ADDITIONAL EVIDENCE ON TRACKING ERROR AT RISK AND EFFICIENT PORTFOLIO CONSTRUCTION; CONCLUSIONS; NOTES; ACKNOWLEDGMENTS; REFERENCES; DISCLAIMER; CHAPTER 3 THE IMPACT OF EMPLOYEE STOCK OWNERSHIP ON FIRMS' INVESTMENTS AND MARKET VALUE; INTRODUCTION; LITERATURE REVIEW; EMPLOYEE OWNERSHIP AND ENHANCED PRODUCTIVITY; EMPLOYEE OWNERSHIP AND THE MARKET VALUE OF EQUITY; EMPLOYEE STOCK OWNERSHIP VERSUS OTHER COMPENSATION PLANS; IMPLICATIONS; CONCLUDING REMARKS; NOTES; ACKNOWLEDGMENTS; REFERENCES APPENDIX: CONFLICTS OF INTEREST IN CORPORATE INVESTMENT DECISIONSCHAPTER 4 ABNORMAL RETURNS AND IN-HOUSE MERGERS AND ACQUISITIONS; INTRODUCTION; LITERATURE REVIEW AND HYPOTHESES DEVELOPMENT; SAMPLE AND DATA; DESCRIPTIVE STATISTICS AND UNIVARIATE COMPARISONS; SHAREHOLDER WEALTH EFFECTS; CONCLUSION; NOTES; REFERENCES; APPENDIX; CHAPTER 5 ENHANCING THE ROLE OF REAL OPTIONS IN FINANCIAL DECISION MAKING: BUYING AND SELLING REAL OPTIONS; INTRODUCTION; THE CASE OF THE COMPACT REACTORS FROM BABCOCK & WILCOX; THE CASE OF HAWKER BEECHCRAFT; CLOSING REMARKS; NOTES; REFERENCES CHAPTER 6 FINANCIAL LEVERAGE, PROJECT EQUITY, AND SENSITIVITY OF NPVINTRODUCTION AND BRIEF REVIEW OF THE LITERATURE; DESCRIPTION OF THE FORMAL MODEL; CONCLUSION; REFERENCES; APPENDIX: A SIMPLE EXAMPLE; CHAPTER 7 RISK MANAGEMENT AND MARKET EFFICIENCY ON THE MIDWEST INDEPENDENT SYSTEM OPERATOR ELECTRICITY EXCHANGE; INTRODUCTION; BACKGROUND; RESULTS; CONCLUSION; NOTES; REFERENCES; CHAPTER 8 AT THE ORIGINS OF FEMALE DIRECTORS' NETWORKS: A STUDY OF THE FRENCH CASE; INTRODUCTION; THEORETICAL PERSPECTIVES AND HYPOTHESES FOR SPECIFICITY OF FEMALE BOARD NETWORKS; METHODS; RESULTS; CONCLUSION; NOTE REFERENCESCHAPTER 9 ECONOMIC MOTIVATION OF THE EX-DIVIDEND DAY ANOMALY: EVIDENCE FROM AN EMERGING MARKET ENVIRONMENT; INTRODUCTION; BACKGROUND; DATA; METHODOLOGY; EMPIRICAL RESULTS; SUMMARY AND DISCUSSION; CONCLUSION; NOTES; REFERENCES |
Record Nr. | UNINA-9910462068003321 |
Bingley, U.K., : Emerald, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Research in finance . Vol. 28 [[electronic resource] /] / edited by John W. Kensinger |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Bingley, U.K., : Emerald, 2012 |
Descrizione fisica | 1 online resource (309 p.) |
Disciplina | 332 |
Altri autori (Persone) | KensingerJohn W |
Collana | Research in finance |
Soggetto topico |
Business & Economics - Finance
Business & Economics - Banks & Banking Law - Bankruptcy & Insolvency Finance Banking Investments |
ISBN |
1-280-76902-5
9786613679796 1-78052-753-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ch. 1. An empirical exploration of the CBOE volatility index (VIX) futures market as a hedge for equity market and hedge fund investors / Keith Black -- ch. 2. Global earnings forecasting efficiency / John B. Guerard -- ch. 3. The impact of employee stock ownership on firms' investments and market value / Andrew H. Chen, John W. Kensinger -- ch. 4. Abnormal returns and in-house mergers and acquisitions / Wallace N. Davidson, Shenghui Tong, Pornsit Jiraporn -- ch. 5 Enhancing the role of real options in financial decision making : buying and selling real options / Andrew H. Chen, James A. Conover, John W. Kensinger -- ch. 6. Financial leverage, project equity, and sensitivity of NPV / Wm. Steven Smith, Steven A. Dennis -- ch. 7. Risk management and market efficiency on the Midwest independent system operator electricity exchange / Kevin Jones -- ch. 8. At the origins of female directors' networks : a study of the French case / Emmanuel Zenou, Isabelle Allemand, Bénédicte Brullebaut -- ch. 9. Economic motivation of the ex-dividend day anomaly : evidence from an emerging market environment / Sarin Anantarak. |
Record Nr. | UNINA-9910790260203321 |
Bingley, U.K., : Emerald, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Research in finance . Vol. 28 / / edited by John W. Kensinger |
Edizione | [First edition.] |
Pubbl/distr/stampa | Bingley, U.K. : , : Emerald, , 2012 |
Descrizione fisica | 1 online resource (309 pages) |
Disciplina | 332 |
Altri autori (Persone) | KensingerJohn W |
Collana | Research in finance |
Soggetto topico |
Business & Economics - Finance
Business & Economics - Banks & Banking Law - Bankruptcy & Insolvency Banking Finance Investments |
ISBN |
1-280-76902-5
9786613679796 1-78052-753-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ch. 1. An empirical exploration of the CBOE volatility index (VIX) futures market as a hedge for equity market and hedge fund investors / Keith Black -- ch. 2. Global earnings forecasting efficiency / John B. Guerard -- ch. 3. The impact of employee stock ownership on firms' investments and market value / Andrew H. Chen, John W. Kensinger -- ch. 4. Abnormal returns and in-house mergers and acquisitions / Wallace N. Davidson, Shenghui Tong, Pornsit Jiraporn -- ch. 5 Enhancing the role of real options in financial decision making : buying and selling real options / Andrew H. Chen, James A. Conover, John W. Kensinger -- ch. 6. Financial leverage, project equity, and sensitivity of NPV / Wm. Steven Smith, Steven A. Dennis -- ch. 7. Risk management and market efficiency on the Midwest independent system operator electricity exchange / Kevin Jones -- ch. 8. At the origins of female directors' networks : a study of the French case / Emmanuel Zenou, Isabelle Allemand, Bénédicte Brullebaut -- ch. 9. Economic motivation of the ex-dividend day anomaly : evidence from an emerging market environment / Sarin Anantarak. |
Record Nr. | UNINA-9910821790003321 |
Bingley, U.K. : , : Emerald, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|