Recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / / editors, Masaaki Kijima ... [et al.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2010 |
Descrizione fisica | 1 online resource (284 p.) |
Disciplina | 332 |
Altri autori (Persone) | KijimaMasaaki <1957-> |
Soggetto topico | Financial engineering |
Soggetto genere / forma | Electronic books. |
ISBN |
1-283-14442-5
9786613144423 981-4304-07-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Risk sensitive investment management with affine processes : a viscosity approach / M. Davis and S. Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. Brown and L.C.G. Rogers -- Counterparty risk on a CDS in a Markov chain copula model with joint defaults / S. Crépey, M. Jeanblanc and B. Zargari -- Portfolio efficiency under heterogeneous beliefs / X.-Z. He and L. Shi -- Security pricing with information-sensitive discounting / A. Macrina and P.A. Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. Morimoto and K. Tachibana -- Quantile hedging for defaultable claims / Y. Nakano -- New unified computational algorithm in a high-order asymptotic expansion scheme / K. Takehara, A. Takahashi and M. Toda -- Can financial synergy motivate M&A? / Y. Tian, M. Nishihara and T. Shibata. |
Record Nr. | UNINA-9910456220003321 |
Singapore ; ; Hackensack, N.J., : World Scientific, 2010 | ||
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Lo trovi qui: Univ. Federico II | ||
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Recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / / editors, Masaaki Kijima ... [et al.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2010 |
Descrizione fisica | 1 online resource (284 p.) |
Disciplina | 332 |
Altri autori (Persone) | KijimaMasaaki <1957-> |
Soggetto topico | Financial engineering |
ISBN |
1-283-14442-5
9786613144423 981-4304-07-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Risk sensitive investment management with affine processes : a viscosity approach / M. Davis and S. Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. Brown and L.C.G. Rogers -- Counterparty risk on a CDS in a Markov chain copula model with joint defaults / S. Crépey, M. Jeanblanc and B. Zargari -- Portfolio efficiency under heterogeneous beliefs / X.-Z. He and L. Shi -- Security pricing with information-sensitive discounting / A. Macrina and P.A. Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. Morimoto and K. Tachibana -- Quantile hedging for defaultable claims / Y. Nakano -- New unified computational algorithm in a high-order asymptotic expansion scheme / K. Takehara, A. Takahashi and M. Toda -- Can financial synergy motivate M&A? / Y. Tian, M. Nishihara and T. Shibata. |
Record Nr. | UNINA-9910780884903321 |
Singapore ; ; Hackensack, N.J., : World Scientific, 2010 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Recent advances in financial engineering [[electronic resource] ] : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009 : Otemachi, Sankei Plaza, Tokyo, 3-4 August 2009 / / editors, Masaaki Kijima ... [et al.] |
Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2010 |
Descrizione fisica | 1 online resource (284 p.) |
Disciplina | 332 |
Altri autori (Persone) | KijimaMasaaki <1957-> |
Soggetto topico | Financial engineering |
ISBN |
1-283-14442-5
9786613144423 981-4304-07-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Risk sensitive investment management with affine processes : a viscosity approach / M. Davis and S. Lleo -- Small-sample estimation of models of portfolio credit risk / M.B. Gordy and E. Heitfield -- Heterogeneous beliefs with mortal agents / A.A. Brown and L.C.G. Rogers -- Counterparty risk on a CDS in a Markov chain copula model with joint defaults / S. Crépey, M. Jeanblanc and B. Zargari -- Portfolio efficiency under heterogeneous beliefs / X.-Z. He and L. Shi -- Security pricing with information-sensitive discounting / A. Macrina and P.A. Parbhoo -- On statistical aspects in calibrating a geometric skewed stable asset price model / H. Masuda -- A note on a statistical hypothesis testing for removing noise by the random matrix theory and its application to co-volatility matrices / T. Morimoto and K. Tachibana -- Quantile hedging for defaultable claims / Y. Nakano -- New unified computational algorithm in a high-order asymptotic expansion scheme / K. Takehara, A. Takahashi and M. Toda -- Can financial synergy motivate M&A? / Y. Tian, M. Nishihara and T. Shibata. |
Record Nr. | UNINA-9910808934603321 |
Singapore ; ; Hackensack, N.J., : World Scientific, 2010 | ||
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Lo trovi qui: Univ. Federico II | ||
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Rechtsprobleme des Zusammenschlusses von Sparkassen / Burkhard Roderich Bosse |
Autore | BOSSE, Burkard Roderich |
Pubbl/distr/stampa | Berlin : Duncker & Humbolt, 1982 |
Descrizione fisica | 267 p. ; 23 cm |
Disciplina | 332 |
Collana | Untersuchungen uber das Spar-, Giro- und Kreditwesen. Abt. B, Rechtswissenschaft |
Soggetto topico | Casse di risparmio - Germania Occidentale - Legislazione |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ger |
Record Nr. | UNISA-990002089080203316 |
BOSSE, Burkard Roderich
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Berlin : Duncker & Humbolt, 1982 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Reddito, capitale e variazioni della moneta di conto / Luigi Staffico |
Autore | Staffico, Luigi |
Pubbl/distr/stampa | Milano : A. Giuffrè, 1976 |
Descrizione fisica | 207 p. ; 25 cm |
Disciplina | 332 |
Soggetto non controllato | MonetaValoreVariazioni |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Titolo uniforme | |
Record Nr. | UNIPARTHENOPE-000024918 |
Staffico, Luigi
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Milano : A. Giuffrè, 1976 | ||
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Lo trovi qui: Univ. Parthenope | ||
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Redefining Risk & Return [[electronic resource] ] : The Economic Red Phone Explained / / by Jesper Lyng Jensen, Susanne Sublett |
Autore | Lyng Jensen Jesper |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
Descrizione fisica | 1 online resource (XIX, 156 p. 23 illus.) |
Disciplina | 332 |
Soggetto topico |
Risk management
Insurance Economics Management science Risk Management Economics, general |
ISBN | 3-319-41369-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Chapter 1: How to read a Monte Carlo simulation graph -- Chapter 2: Introduction to the cost of running out of capital -- Chapter 3: Risk and Uncertainty -- Chapter 4: The cost of running out of capital -- Chapter 5: Capital -- Chapter 6: Insurance -- Chapter 7: The Different Costs of Risk -- Chapter 8: Stock-taking -- Chapter 9: Macroeconomics -- Chapter 10: Self-chosen risk and government intervention -- Chapter 11: The top ten most important realisations regarding structural risk -- Chapter 12: The cost of structural risk management in liberalism -- Chapter 13: How is this book to be understood and what kind of society does it wish to create?. |
Record Nr. | UNINA-9910255029403321 |
Lyng Jensen Jesper
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Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
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Lo trovi qui: Univ. Federico II | ||
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Redundancy and paternalist capitalism : a study in the sociology of work / R. Martin, R. H. Fryer |
Autore | MARTIN, R. |
Pubbl/distr/stampa | London : Allen and Unwin, 1973 |
Descrizione fisica | 278 p. ; 23 cm |
Disciplina | 332 |
Altri autori (Persone) | FRYER, R.H. |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990002257360203316 |
MARTIN, R.
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London : Allen and Unwin, 1973 | ||
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Lo trovi qui: Univ. di Salerno | ||
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La reforma del sistema monetario internacional : problemas e implicaciones para America latina : mesa redonda organizada por el Instituto italo-latino americano : Roma, 26-27 de junio de 1973 |
Pubbl/distr/stampa | Roma : Arti grafiche E. Cossidente, [1973] |
Descrizione fisica | 212 p. ; 24 cm |
Disciplina | 332 |
Soggetto topico | Moneta - America Latina |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | spa |
Record Nr. | UNISALENTO-991002543939707536 |
Roma : Arti grafiche E. Cossidente, [1973] | ||
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Lo trovi qui: Univ. del Salento | ||
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Reforming the international monetary system / Emmanuel Fafhi, Pierre-Oliver Gourinchas and Hélène Rey |
Autore | Fafhi, Emmanuel |
Pubbl/distr/stampa | London : CEPR, 2011 |
Descrizione fisica | 65 p. : ill. ; 23 cm |
Disciplina | 332 |
Altri autori (Persone) |
Gourinchas, Pierre-Oliver
Rey, Hélène |
Soggetto non controllato | Sistema monetario internazionale |
ISBN | 978-1-907142-42-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990010019810403321 |
Fafhi, Emmanuel | ||
London : CEPR, 2011 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Region |
Pubbl/distr/stampa | Minneapolis, Minn., : Federal Reserve Bank of Minneapolis, [1987]- |
Disciplina | 332 |
Soggetto topico |
Federal Reserve banks
Banks and banking - Middle West Banks and banking Economic history |
Soggetto genere / forma | Periodicals. |
ISSN | 2163-4270 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910340057703321 |
Minneapolis, Minn., : Federal Reserve Bank of Minneapolis, [1987]- | ||
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Lo trovi qui: Univ. Federico II | ||
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