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Le agenzie di rating : tra crisi e rilancio della finanza globale / Giovanni Ferri, Punziana Lacitignola
| Le agenzie di rating : tra crisi e rilancio della finanza globale / Giovanni Ferri, Punziana Lacitignola |
| Autore | FERRI, Giovanni <1957- > |
| Pubbl/distr/stampa | Bologna : Il Mulino, 2009 |
| Descrizione fisica | 221 p. ; 21 cm |
| Disciplina | 332.632042 |
| Altri autori (Persone) | LACITIGNOLA, Punziana |
| Collana | Universale paperbacks Il mulino |
| Soggetto topico | Agenzie - Analisi finanziaria |
| ISBN | 978-88-15-13339-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990001161490203316 |
FERRI, Giovanni <1957- >
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| Bologna : Il Mulino, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Le metodologie di performance attribution nella gestione del risparmio / Maria Debora Braga, Paolo Antonio Cucurachi
| Le metodologie di performance attribution nella gestione del risparmio / Maria Debora Braga, Paolo Antonio Cucurachi |
| Autore | BRAGA, Maria Debora |
| Pubbl/distr/stampa | Milano : Egea, 2005 |
| Descrizione fisica | 133 p. ; 24 cm |
| Disciplina | 332.632042 |
| Altri autori (Persone) | CUCURACHI, Paolo Antonio |
| Collana | Studi&ricerche |
| Soggetto topico | Investimenti - Valutazione |
| ISBN | 88-238-4092-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990002673660203316 |
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BRAGA, Maria Debora
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| Milano : Egea, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Leadership risk [[electronic resource] ] : a guide for private equity and strategic investors / / David Cooper
| Leadership risk [[electronic resource] ] : a guide for private equity and strategic investors / / David Cooper |
| Autore | Cooper David |
| Pubbl/distr/stampa | Chichester, U.K., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (253 p.) |
| Disciplina |
332.6
332.63/2042 332.632042 |
| Soggetto topico |
Corporations - Finance
Risk management Risk assessment Leadership |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-66193-3
1-119-20898-X 1-282-88349-6 9786612883491 0-470-66253-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The landscape of leadership risk -- Overview of the leadership risk MAPPING framework -- Planning and preparation -- Deciding what to assess at an individual level -- Conducting assessments at an individual level -- What to assess at team level -- Assessing at a team level -- What to assess at an organisational level -- Conducting assessment at an organisational level -- The review phase -- The address phase -- Third party service providers and their approaches. |
| Record Nr. | UNINA-9910140870603321 |
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Cooper David
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| Chichester, U.K., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Leadership risk [[electronic resource] ] : a guide for private equity and strategic investors / / David Cooper
| Leadership risk [[electronic resource] ] : a guide for private equity and strategic investors / / David Cooper |
| Autore | Cooper David |
| Pubbl/distr/stampa | Chichester, U.K., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (253 p.) |
| Disciplina |
332.6
332.63/2042 332.632042 |
| Soggetto topico |
Corporations - Finance
Risk management Risk assessment Leadership |
| ISBN |
0-470-66193-3
1-119-20898-X 1-282-88349-6 9786612883491 0-470-66253-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The landscape of leadership risk -- Overview of the leadership risk MAPPING framework -- Planning and preparation -- Deciding what to assess at an individual level -- Conducting assessments at an individual level -- What to assess at team level -- Assessing at a team level -- What to assess at an organisational level -- Conducting assessment at an organisational level -- The review phase -- The address phase -- Third party service providers and their approaches. |
| Record Nr. | UNINA-9910830099603321 |
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Cooper David
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| Chichester, U.K., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Leadership risk [[electronic resource] ] : a guide for private equity and strategic investors / / David Cooper
| Leadership risk [[electronic resource] ] : a guide for private equity and strategic investors / / David Cooper |
| Autore | Cooper David |
| Pubbl/distr/stampa | Chichester, U.K., : Wiley, 2010 |
| Descrizione fisica | 1 online resource (253 p.) |
| Disciplina |
332.6
332.63/2042 332.632042 |
| Soggetto topico |
Corporations - Finance
Risk management Risk assessment Leadership |
| ISBN |
0-470-66193-3
1-119-20898-X 1-282-88349-6 9786612883491 0-470-66253-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The landscape of leadership risk -- Overview of the leadership risk MAPPING framework -- Planning and preparation -- Deciding what to assess at an individual level -- Conducting assessments at an individual level -- What to assess at team level -- Assessing at a team level -- What to assess at an organisational level -- Conducting assessment at an organisational level -- The review phase -- The address phase -- Third party service providers and their approaches. |
| Record Nr. | UNINA-9910840687103321 |
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Cooper David
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| Chichester, U.K., : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Market indicators [[electronic resource] ] : the best-kept secret to more effective trading and investing / / Richard Sipley
| Market indicators [[electronic resource] ] : the best-kept secret to more effective trading and investing / / Richard Sipley |
| Autore | Sipley Richard <1966-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2009 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina |
332.6
332.63/2042 332.632042 |
| Collana | Bloomberg Financial |
| Soggetto topico |
Investment analysis
Investments Stock price forecasting Speculation |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-88543-2
1-119-20469-0 1-282-68748-4 9786612687488 0-470-88343-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Market Indicators; Contents; Acknowledgments; Introduction; Part I Measuring Investor Actions; 1 Clues from the Options Market; 2 Big Money on the Move; 3 Fast Money on the Move; 4 Follow the Money: Cash, Debt, and Shorts; 5 Too Far, Too Fast; 6 Relative Value; Part II Considering the Human Element; 7 Sentiment Surveys; 8 Analyzing the Analysts; 9 Reporting the Financial News, Gauging the Investor's Psyche; 10 Sitting and Watching; Part III Following the Smart Money; 11 The Insiders; 12 Looking to the Futures; 13 Giving Credit to the Bond Market
14 Money In, Money Out (IPOs, Secondaries, Mergers, Buybacks, and Dividends)15 Tracking the Trailblazers; Conclusion; Notes; Index |
| Record Nr. | UNINA-9910139212703321 |
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Sipley Richard <1966->
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| New York, : Bloomberg Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market indicators [[electronic resource] ] : the best-kept secret to more effective trading and investing / / Richard Sipley
| Market indicators [[electronic resource] ] : the best-kept secret to more effective trading and investing / / Richard Sipley |
| Autore | Sipley Richard <1966-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2009 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina |
332.6
332.63/2042 332.632042 |
| Collana | Bloomberg Financial |
| Soggetto topico |
Investment analysis
Investments Stock price forecasting Speculation |
| ISBN |
0-470-88543-2
1-119-20469-0 1-282-68748-4 9786612687488 0-470-88343-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Market Indicators; Contents; Acknowledgments; Introduction; Part I Measuring Investor Actions; 1 Clues from the Options Market; 2 Big Money on the Move; 3 Fast Money on the Move; 4 Follow the Money: Cash, Debt, and Shorts; 5 Too Far, Too Fast; 6 Relative Value; Part II Considering the Human Element; 7 Sentiment Surveys; 8 Analyzing the Analysts; 9 Reporting the Financial News, Gauging the Investor's Psyche; 10 Sitting and Watching; Part III Following the Smart Money; 11 The Insiders; 12 Looking to the Futures; 13 Giving Credit to the Bond Market
14 Money In, Money Out (IPOs, Secondaries, Mergers, Buybacks, and Dividends)15 Tracking the Trailblazers; Conclusion; Notes; Index |
| Record Nr. | UNINA-9910830612803321 |
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Sipley Richard <1966->
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||
| New York, : Bloomberg Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Market indicators [[electronic resource] ] : the best-kept secret to more effective trading and investing / / Richard Sipley
| Market indicators [[electronic resource] ] : the best-kept secret to more effective trading and investing / / Richard Sipley |
| Autore | Sipley Richard <1966-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Bloomberg Press, 2009 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina |
332.6
332.63/2042 332.632042 |
| Collana | Bloomberg Financial |
| Soggetto topico |
Investment analysis
Investments Stock price forecasting Speculation |
| ISBN |
0-470-88543-2
1-119-20469-0 1-282-68748-4 9786612687488 0-470-88343-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Market Indicators; Contents; Acknowledgments; Introduction; Part I Measuring Investor Actions; 1 Clues from the Options Market; 2 Big Money on the Move; 3 Fast Money on the Move; 4 Follow the Money: Cash, Debt, and Shorts; 5 Too Far, Too Fast; 6 Relative Value; Part II Considering the Human Element; 7 Sentiment Surveys; 8 Analyzing the Analysts; 9 Reporting the Financial News, Gauging the Investor's Psyche; 10 Sitting and Watching; Part III Following the Smart Money; 11 The Insiders; 12 Looking to the Futures; 13 Giving Credit to the Bond Market
14 Money In, Money Out (IPOs, Secondaries, Mergers, Buybacks, and Dividends)15 Tracking the Trailblazers; Conclusion; Notes; Index |
| Record Nr. | UNINA-9910841295503321 |
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Sipley Richard <1966->
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||
| New York, : Bloomberg Press, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measuring Market Risk [[electronic resource]]
| Measuring Market Risk [[electronic resource]] |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2007 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial futures - Mathematical models
Financial futures Mathematical models Portfolio management Portfolio management - Mathematical models Risk management Risk management - Mathematical models Investment & Speculation Finance Business & Economics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910143700303321 |
|
Dowd Kevin
|
||
| Chichester, : Wiley, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measuring Market Risk [[electronic resource]]
| Measuring Market Risk [[electronic resource]] |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2007 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial futures - Mathematical models
Financial futures Mathematical models Portfolio management Portfolio management - Mathematical models Risk management Risk management - Mathematical models Investment & Speculation Finance Business & Economics |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910829905203321 |
|
Dowd Kevin
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| Chichester, : Wiley, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
