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Problemi monetari negli scrittori napoletani del Seicento / a cura di Raffaele Colapietra
| Problemi monetari negli scrittori napoletani del Seicento / a cura di Raffaele Colapietra |
| Pubbl/distr/stampa | Roma : Accademia Nazionale dei Lincei, 1973 |
| Descrizione fisica | 525 p., [4] carte di tav. : ill. ; 26 cm |
| Disciplina | 332 |
| Collana | Fonti e ricerche di storia economica |
| Soggetto topico | Moneta - Regno di Napoli <1266-1815> - Storia - Sec. 17. - Antologie |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-996260546803316 |
| Roma : Accademia Nazionale dei Lincei, 1973 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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
| 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
| 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 [[electronic resource] /] / [edited by] Akihiko Takahashi, Yukio Muromachi, Hidetaka Nakaoka
| 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 |
| 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 | ||
| ||
Proceedings of the Second International Forum on Financial Mathematics and Financial Technology [[electronic resource] /] / edited by Zhiyong Zheng
| Proceedings of the Second International Forum on Financial Mathematics and Financial Technology [[electronic resource] /] / edited by Zhiyong Zheng |
| Autore | Zheng Zhiyong |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (242 pages) |
| Disciplina | 332 |
| Collana | Financial Mathematics and Fintech |
| Soggetto topico |
Finance
Financial engineering Social sciences—Mathematics Financial Economics Financial Technology and Innovation Mathematics in Business, Economics and Finance |
| ISBN | 981-9923-66-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- On the Development of Fintech in Asia -- 1 Overview of Global Fintech Development -- 1.1 Development Dynamics -- 1.2 The Financing Profile -- 1.3 Regulatory Environment -- 1.4 The Models of Fintech Development -- 1.5 Spatial Layout -- 2 Practice of Fintech Development in Asia -- 2.1 China-The Fintech Has Been Promoted to the Worlds Leading Level -- 2.2 Japan-Boosting the Rapid Growth of Fintech Through Advantages of Backwardness -- 2.3 Singapore-Gathering Innovative Resources with a Relaxed and Inclusive Atmosphere -- 2.4 South Korea-Promoting Scale Development of Fintech Industry by Fanning Out From Point to Area -- 2.5 KazakhstanCDigital Transformation Speeds Up the Construction of Central Asian Fintech Hub -- 2.6 India-Potential for Fintech Development Has Been Gradually Exerted -- 2.7 Israel-Guidance Plus Service to Create a Highland for the Development of Fintech -- 2.8 Indonesia-A Rising Star of Fintech Development in Southeast Asia -- 2.9 Hong Kong of China-The Government Assists the Strong Development of Fintech -- A Probability Inequality with Application to Lattice Theory -- 1 Introduction -- 2 Main Results -- 3 Conclusions -- References -- Robust Identification of Gene-Environment Interactions Under High-Dimensional Accelerated Failure Time Models -- 1 Introduction -- 2 Methods -- 2.1 Data and Model Settings -- 2.2 Robust Estimation and Identification -- 2.3 Computation -- 2.4 Consistency Properties -- 3 Simulations -- 4 Analysis of the TCGA Lung Adenocarcinoma Data -- 5 Discussions -- References -- A Novel Approach for Improving Accuracy for Distributed Storage Networks -- 1 Introduction -- 2 Related Works -- 2.1 Audit Research -- 2.2 Distributed Storage Project -- 3 Audit Algorithm -- 3.1 An Audit Framework -- 3.2 Data Uploading -- 3.3 Self-integrity Verification.
3.4 Data Owner's Integrity Verification -- 3.5 The Game of Miners Versus Storage Networks -- 4 Fault-Tolerance Verification -- 5 Concluding Remarks -- References -- Iterative Learning Control Based on Random Variance Reduction Gradient Method -- 1 Introduction -- 1.1 Background -- 1.2 Design and Analysis of SVRG-Based ILC -- 1.3 Main Work and Organization -- 2 SVRG-Based ILC Framework -- 2.1 System Description -- 2.2 Algorithm Design -- 2.3 Convergence Analysis -- 3 SVRG-Based ILC Under Random Data Dropouts -- 3.1 System Description -- 3.2 Algorithm Design -- 3.3 Convergence Analysis -- 3.4 Numerical Simulation -- 4 Model-Free SVRG-Based ILC for MIMO Systems -- 4.1 System Description -- 4.2 Algorithm Design -- 4.3 Convergence Analysis -- 4.4 Numerical Simulation -- 5 Conclusions -- References -- A Generalization of NTRUEncrypt -- 1 φ-Cyclic Code -- 2 A Generalization of NTRUEncrypt -- References -- Cyclic Lattices, Ideal Lattices, and Bounds for the Smoothing Parameter -- 1 Discrete Subgroup in mathbbRn -- 2 Ideal Matrices -- 3 Cyclic Lattices and Ideal Lattices -- 4 Smoothing Parameter -- References -- On the LWE Cryptosystem with More General Disturbance -- 1 Introduction -- 1.1 Innovation and Contribution -- 2 Methodology -- 2.1 Preliminary Property -- 2.2 Probability of Decryption Error Based on Gaussian Disturbance -- 2.3 Probability of Decryption Error for General Disturbance -- 3 Results and Conclusions -- 4 Discussions -- 4.1 Future Work -- References -- On the High Dimensional RSA Algorithm-A Public Key Cryptosystem Based on Lattice and Algebraic Number Theory -- 1 Introduction -- 2 Ideal Matrices -- 3 High Dimensional RSA -- 4 Security and Example -- References -- Central Bank Digital Currency Cross-Border Payment Model Based on Blockchain Technology -- 1 Introduction -- 2 CBDC Cross-Border Payment Development Current Situation. 3 Polkadot Technology Overview -- 3.1 Relay Chain and Parachain Technology -- 3.2 Polkadot Cross-Chain Technology -- 4 CBDC Cross-Border Payment Model -- 4.1 Design of Parachain -- 4.2 Design of Relay chain -- 4.3 Cross-Chain Transaction -- 4.4 Privacy Protection -- 5 CBDC Cross-Border Payment Model Architecture -- 6 Summary and Prospect -- References -- LLE Based K-Nearest Neighbor Smoothing for scRNA-Seq Data Imputation -- 1 Introduction -- 2 Materials and Methods -- 2.1 The K-Nearest Neighbor Smoothing Algorithm -- 2.2 Locally Linear Embedding -- 3 Results -- 3.1 Availability of Data -- 3.2 Data Processing and Visualization -- 3.3 Performance Evaluation -- 4 Conclusions -- References -- The Application of Time Series Analysis in the Fiscal Budget Variance of China -- 1 Introduction -- 2 A General View on Budget Data -- 2.1 Introduction to Concept and Data Source -- 2.2 Descriptive Analysis of Budget Variance -- 2.3 Descriptive Analysis of Budget Execution -- 3 Overview of Time Series Analysis Techniques -- 3.1 Decomposition of Time Series -- 3.2 ARIMA (p,d,q) -- 3.3 SARIMA (p,d,q) (P,D,Q)s -- 4 Modeling of Budget Variance -- 4.1 Prediction of Budget Execution -- 4.2 Prediction of Budget Variance -- 5 Conclusion -- References. |
| Record Nr. | UNINA-9910735587903321 |
Zheng Zhiyong
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| Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Processi innovativi e contesti territoriali / a cura di Mario Amendola, Cristiano Antonelli, Carlo Triglia
| Processi innovativi e contesti territoriali / a cura di Mario Amendola, Cristiano Antonelli, Carlo Triglia |
| Pubbl/distr/stampa | Bologna, : Il Mulino, ©2005 |
| Descrizione fisica | 241 p. ; 21 cm |
| Disciplina | 332 |
| Soggetto topico | Economia finanziaria |
| ISBN | 8815107495 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNICAS-RML0309561 |
| Bologna, : Il Mulino, ©2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Cassino | ||
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Il processo di circolazione del capitale / Karl Marx ; a cura di Raniero Panzieri
| Il processo di circolazione del capitale / Karl Marx ; a cura di Raniero Panzieri |
| Autore | Marx, Karl |
| Edizione | [7. ed.] |
| Pubbl/distr/stampa | Roma : Editori riuniti, 1970 |
| Descrizione fisica | 2 v. ; 19 cm |
| Disciplina | 332 |
| Altri autori (Persone) | Panzieri, Raniero |
| Collana |
Il capitale ; 2
Le idee ; 46-47 |
| Soggetto topico | Capitale - Circolazione - Teorie |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991002078969707536 |
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Marx, Karl
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| Roma : Editori riuniti, 1970 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Il processo di costituzione della banca centrale in Italia / Giordano Dell'Amore
| Il processo di costituzione della banca centrale in Italia / Giordano Dell'Amore |
| Autore | Dell'Amore, Giordano |
| Pubbl/distr/stampa | Milano : Giuffre, 1961 |
| Descrizione fisica | 70 p. ; 25 cm. |
| Disciplina | 332 |
| Collana | Istituto di economia aziendale dell'Università commerciale L. Bocconi, Milano. Ser. 2 ; 14 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991004171829707536 |
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Dell'Amore, Giordano
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| Milano : Giuffre, 1961 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Profili del sistema bancario italiano / Francesco Castiello
| Profili del sistema bancario italiano / Francesco Castiello |
| Autore | Castiello, Francesco |
| Pubbl/distr/stampa | Roma : ECRA, 1980 |
| Descrizione fisica | 158 p. ; 24 c |
| Disciplina | 332 |
| Collana | Cooperazione e credito |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990008305550403321 |
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Castiello, Francesco
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| Roma : ECRA, 1980 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Profili di innovazione nell'intermediazione istituzionale finanziaria : il rapporto banca/organizzazione / scrittti di Dario Cardilli...[et al.] ; a cura di Maurizio Vincenzini, Gian Luca Trequattrini
| Profili di innovazione nell'intermediazione istituzionale finanziaria : il rapporto banca/organizzazione / scrittti di Dario Cardilli...[et al.] ; a cura di Maurizio Vincenzini, Gian Luca Trequattrini |
| Pubbl/distr/stampa | Padova : CEDAM, 1998 |
| Descrizione fisica | XXIV, 253 p. ; 24 cm |
| Disciplina | 332 |
| Collana | Manuali e documenti finanziari, bancari e assicurativi |
| Soggetto topico |
Mercati finanziari - Gestione
Benche - Gestione Compagnie di assicurazione |
| ISBN | 88-33-10967-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990000852460203316 |
| Padova : CEDAM, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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