Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Sviluppo d'impresa e mercato finanziario / Anna Gervasoni ... [et al.] ; a cura di Anna Gervasoni
| Sviluppo d'impresa e mercato finanziario / Anna Gervasoni ... [et al.] ; a cura di Anna Gervasoni |
| Pubbl/distr/stampa | Milano : Guerini e associati, 2002 |
| Descrizione fisica | 404 p. ; 24 cm |
| Disciplina | 658.15224 |
| Altri autori (Persone) | Gervasoni, Annaauthor |
| Collana | LIUC, Libero istituto universitario Carlo Cattaneo |
| Soggetto topico |
Imprese - Finanziamento
Finanza aziendale Mercati finanziari e imprese |
| ISBN | 8883352955 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991002895879707536 |
| Milano : Guerini e associati, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
The decision to go public and the stock market as a source of capital / edited by Marco Pagano, Ailsa Röell
| The decision to go public and the stock market as a source of capital / edited by Marco Pagano, Ailsa Röell |
| Pubbl/distr/stampa | Roma : Bancaria editrice |
| Descrizione fisica | 258 p. ; 24 cm |
| Disciplina | 658.15224 |
| Collana | Quaderni di Ricerche |
| Soggetto non controllato |
Società per azioniSaggi
AziendeFnanziamenti |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNIPARTHENOPE-000011790 |
| Roma : Bancaria editrice | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Parthenope | ||
| ||
The fundraising planner : a working model for raising the dollars you need / Terry & Doug Schaff
| The fundraising planner : a working model for raising the dollars you need / Terry & Doug Schaff |
| Autore | Schaff, Terry |
| Pubbl/distr/stampa | San Francisco : Jossey-Bass, 1999 |
| Descrizione fisica | 240 p. ; 28 cm. |
| Disciplina | 658.15224 |
| Altri autori (Persone) | Schaff, Doug |
| ISBN | 07-87944-35-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0071459 |
Schaff, Terry
|
||
| San Francisco : Jossey-Bass, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
The fundraising planner : a working model for raising the dollars you need / Terry & Doug Schaff
| The fundraising planner : a working model for raising the dollars you need / Terry & Doug Schaff |
| Autore | Schaff, Terry |
| Pubbl/distr/stampa | San Francisco, : Jossey-Bass, 1999 |
| Descrizione fisica | 240 p. ; 28 cm. |
| Disciplina | 658.15224 |
| Altri autori (Persone) | Schaff, Doug |
| ISBN | 07-87944-35-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0071459 |
|
Schaff, Terry
|
||
| San Francisco, : Jossey-Bass, 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Titoli azionari e natura del capitale di rischio / Chiara Della Bella
| Titoli azionari e natura del capitale di rischio / Chiara Della Bella |
| Autore | DELLA BELLA, Chiara |
| Pubbl/distr/stampa | Milano : EGEA, C1996 |
| Descrizione fisica | XII, 226 p. ; 23 cm |
| Disciplina | 658.15224 |
| Collana | Scritti di economia aziendale |
| Soggetto topico |
Imprese - Finanziamento
Imprese - Capitale di rischio |
| ISBN | 88-238-0376-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISA-990000532190203316 |
|
DELLA BELLA, Chiara
|
||
| Milano : EGEA, C1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Toward better infrastructure [[electronic resource] ] : conditions, constraints, and opportunities in financing public-private partnerships in select African countries / / Riham Shendy, Zachary Kaplan, Peter Mousley
| Toward better infrastructure [[electronic resource] ] : conditions, constraints, and opportunities in financing public-private partnerships in select African countries / / Riham Shendy, Zachary Kaplan, Peter Mousley |
| Autore | Shendy Riham |
| Pubbl/distr/stampa | Washington D.C., : International Bank for Reconstruction and Development/World Bank, 2011 |
| Descrizione fisica | 1 online resource (77 p.) |
| Disciplina | 658.15224 |
| Altri autori (Persone) |
KaplanZachary
MousleyPeter |
| Collana | World Bank study |
| Soggetto topico |
Public-private sector cooperation - Africa
Public works - Africa - Finance Infrastructure (Economics) - Africa |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-8213-8820-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Background: Current status of PPP markets in selected countries. This report -- Sources of financing: Sources of local financing for PPP projects. Local commercial banks. Pension funds. Insurance funds. Local capital market -- Sources of international financing for PPP projects: International commercial banks. Private infrastructure funds. Donor infrastructure funds. Sovereign wealth funds and other public entities -- The legislative and institutional framework -- A well-structured PPP pipeline -- Risk allocation and fiscal management of PPPs -- Medium-term options for PPP financing: Tackling high upfront capital costs. Longer-term local debt financing. Risk mitigation guarantee products. PPP market failures deriving from country size and cross-border infrastructure financing constraints -- Recommendations: Developing long-term financing for infrastructure. Strengthening other aspects of a strong enabling environment. |
| Record Nr. | UNINA-9910457645203321 |
|
Shendy Riham
|
||
| Washington D.C., : International Bank for Reconstruction and Development/World Bank, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Towards better infrastructure : : conditions, constraints, and opportunities in financing public-private partnerships : evidence from Cameroon, Cote d'Ivoire, Ghana, Kenya, Nigeria, and Senegal / / Riham Shendy, Zachary Kaplan, Peter Mousley ; PPIAF
| Towards better infrastructure : : conditions, constraints, and opportunities in financing public-private partnerships : evidence from Cameroon, Cote d'Ivoire, Ghana, Kenya, Nigeria, and Senegal / / Riham Shendy, Zachary Kaplan, Peter Mousley ; PPIAF |
| Autore | Shendy Riham |
| Pubbl/distr/stampa | Washington DC : , : The International Bank for Reconstruction and Development/The World Bank, , 2011 |
| Descrizione fisica | xii, 61 pages : illustrations ; ; 26 cm |
| Disciplina | 658.15224 |
| Altri autori (Persone) |
KaplanZachary
MousleyPeter |
| Collana | World Bank study |
| Soggetto topico |
Public-private sector cooperation - Africa
Public works - Africa - Finance Infrastructure (Economics) - Africa |
| ISBN | 0-8213-8820-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Background: Current status of PPP markets in selected countries. This report -- Sources of financing: Sources of local financing for PPP projects. Local commercial banks. Pension funds. Insurance funds. Local capital market -- Sources of international financing for PPP projects: International commercial banks. Private infrastructure funds. Donor infrastructure funds. Sovereign wealth funds and other public entities -- The legislative and institutional framework -- A well-structured PPP pipeline -- Risk allocation and fiscal management of PPPs -- Medium-term options for PPP financing: Tackling high upfront capital costs. Longer-term local debt financing. Risk mitigation guarantee products. PPP market failures deriving from country size and cross-border infrastructure financing constraints -- Recommendations: Developing long-term financing for infrastructure. Strengthening other aspects of a strong enabling environment. |
| Record Nr. | UNINA-9910781955803321 |
|
Shendy Riham
|
||
| Washington DC : , : The International Bank for Reconstruction and Development/The World Bank, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Towards better infrastructure : : conditions, constraints, and opportunities in financing public-private partnerships : evidence from Cameroon, Cote d'Ivoire, Ghana, Kenya, Nigeria, and Senegal / / Riham Shendy, Zachary Kaplan, Peter Mousley ; PPIAF
| Towards better infrastructure : : conditions, constraints, and opportunities in financing public-private partnerships : evidence from Cameroon, Cote d'Ivoire, Ghana, Kenya, Nigeria, and Senegal / / Riham Shendy, Zachary Kaplan, Peter Mousley ; PPIAF |
| Autore | Shendy Riham |
| Pubbl/distr/stampa | Washington DC : , : The International Bank for Reconstruction and Development/The World Bank, , 2011 |
| Descrizione fisica | xii, 61 pages : illustrations ; ; 26 cm |
| Disciplina | 658.15224 |
| Altri autori (Persone) |
KaplanZachary
MousleyPeter |
| Collana | World Bank study |
| Soggetto topico |
Public-private sector cooperation - Africa
Public works - Africa - Finance Infrastructure (Economics) - Africa |
| ISBN | 0-8213-8820-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Background: Current status of PPP markets in selected countries. This report -- Sources of financing: Sources of local financing for PPP projects. Local commercial banks. Pension funds. Insurance funds. Local capital market -- Sources of international financing for PPP projects: International commercial banks. Private infrastructure funds. Donor infrastructure funds. Sovereign wealth funds and other public entities -- The legislative and institutional framework -- A well-structured PPP pipeline -- Risk allocation and fiscal management of PPPs -- Medium-term options for PPP financing: Tackling high upfront capital costs. Longer-term local debt financing. Risk mitigation guarantee products. PPP market failures deriving from country size and cross-border infrastructure financing constraints -- Recommendations: Developing long-term financing for infrastructure. Strengthening other aspects of a strong enabling environment. |
| Record Nr. | UNINA-9910815585603321 |
|
Shendy Riham
|
||
| Washington DC : , : The International Bank for Reconstruction and Development/The World Bank, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Unified financial analysis [[electronic resource] ] : the missing links of finance / / Willi Brammertz ... [et al.]
| Unified financial analysis [[electronic resource] ] : the missing links of finance / / Willi Brammertz ... [et al.] |
| Autore | Brammertz Willi |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, c2009 |
| Descrizione fisica | 1 online resource (461 p.) |
| Disciplina |
332
658.15224 |
| Altri autori (Persone) | BrammertzWilli |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Finance
Accounting |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-99110-2
1-119-20607-3 1-282-12363-7 9786612123634 0-470-74530-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Unified Financial Analysis; Contents; List of Figures; List of Tables; Acknowledgments; Preface; PART I INTRODUCTION; 1 The Evolution of Financial Analysis; 1.1 Bookkeeping; 1.2 Modern finance; 1.3 Departments, silos and analysis; 1.4 The IT system landscape; 1.5 New approach; 1.6 Hazards of a single solution; 2 Finding the Elements; 2.1 The notion of elements; 2.1.1 Elements and science; 2.1.2 Analyzing analysis; 2.2 Elements of financial analysis; 2.2.1 Liquidity; 2.2.2 Value and income; 2.2.3 Risk and sensitivity analysis; 2.3 Input elements; 2.4 Financial events and expected cash flows
2.5 Risk factors and risk categories2.6 The time dimension; 2.6.1 Time and the calendar time; 2.6.2 The role of intervals; 2.6.3 Double existence of time; 2.7 Classification of analysis; 2.7.1 Liquidation and going-concern view; 2.7.2 Analysis types; 2.8 Nonfinancial cash flows; 2.9 The methodology as an image; PART II INPUT ELEMENTS; 3 Financial Contracts; 3.1 Modeling of financial contracts; 3.2 Standard contract types; 3.3 Rules and mechanisms of standard contracts; 3.3.1 Principal amortization patterns; 3.3.2 Principal draw-down patterns (step-up); 3.3.3 Interest payment patterns 3.3.4 Fixed/variable (rate adjustments)3.3.5 FX rates; 3.3.6 Stock patterns; 3.3.7 Commodity patterns; 3.3.8 Plain vanilla option patterns; 3.3.9 Exotic option patterns; 3.3.10 Credit risk; 3.3.11 Behavioral patterns; 3.4 Examples; 3.4.1 Principal at maturity (PAM); 3.4.2 Annuities (ANN); 3.4.3 Regular amortizer (RGM); 3.4.4 Interest rate swap (IRSWP); 3.4.5 Forward rate agreement (FRA); 3.4.6 Bond and interest rate options (IROPT); 3.5 Nonstandard contract types; 3.5.1 Input elements and events; 3.5.2 Analysis elements; Appendix: Practical considerations; 3.A.1 Mapping process 3.A.2 Data quality4 Market Risk Factors; 4.1 Expectations; 4.1.1 Economic expectations; 4.1.2 Arbitrage-free markets and risk-neutral valuation; 4.1.3 Absence of arbitrage and economic expectation; 4.1.4 Linear and nonlinear effects; 4.2 Static modeling; 4.2.1 Interest rates; 4.2.2 Stocks, exchange rates and commodities; 4.2.3 Spreads as risk factors; 4.3 Stochastic market models: the arbitrage-free world; 4.3.1 Stock price models; 4.3.2 Beyond geometric Brownian motion; 4.3.3 Interest rates: general considerations; 4.3.4 Short rate models; 4.3.5 Forward rate models 4.4 Stochastic market models: the real world4.4.1 Economic scenario generation; 4.4.2 Modeling individual products: stocks and commodities; 4.4.3 Product rates; 4.5 Alternative valuation techniques; 4.5.1 Arbitrage-free and complete markets; 4.5.2 Arbitrage-free incomplete markets; 4.5.3 Discounting with deflators; 4.5.4 Arbitrage opportunities and deflators; Further reading; 5 Counterparty; 5.1 Exposure, rating and probabilities of default; 5.2 Data determining gross exposure; 5.2.1 Counterparty descriptive data; 5.2.2 Counterparty hierarchies and group structures 5.2.3 Counterparty and financial contracts |
| Record Nr. | UNINA-9910146140103321 |
|
Brammertz Willi
|
||
| Chichester, West Sussex, : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Unified financial analysis [[electronic resource] ] : the missing links of finance / / Willi Brammertz ... [et al.]
| Unified financial analysis [[electronic resource] ] : the missing links of finance / / Willi Brammertz ... [et al.] |
| Autore | Brammertz Willi |
| Pubbl/distr/stampa | Chichester, West Sussex, : Wiley, c2009 |
| Descrizione fisica | 1 online resource (461 p.) |
| Disciplina |
332
658.15224 |
| Altri autori (Persone) | BrammertzWilli |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Finance
Accounting |
| ISBN |
1-119-99110-2
1-119-20607-3 1-282-12363-7 9786612123634 0-470-74530-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Unified Financial Analysis; Contents; List of Figures; List of Tables; Acknowledgments; Preface; PART I INTRODUCTION; 1 The Evolution of Financial Analysis; 1.1 Bookkeeping; 1.2 Modern finance; 1.3 Departments, silos and analysis; 1.4 The IT system landscape; 1.5 New approach; 1.6 Hazards of a single solution; 2 Finding the Elements; 2.1 The notion of elements; 2.1.1 Elements and science; 2.1.2 Analyzing analysis; 2.2 Elements of financial analysis; 2.2.1 Liquidity; 2.2.2 Value and income; 2.2.3 Risk and sensitivity analysis; 2.3 Input elements; 2.4 Financial events and expected cash flows
2.5 Risk factors and risk categories2.6 The time dimension; 2.6.1 Time and the calendar time; 2.6.2 The role of intervals; 2.6.3 Double existence of time; 2.7 Classification of analysis; 2.7.1 Liquidation and going-concern view; 2.7.2 Analysis types; 2.8 Nonfinancial cash flows; 2.9 The methodology as an image; PART II INPUT ELEMENTS; 3 Financial Contracts; 3.1 Modeling of financial contracts; 3.2 Standard contract types; 3.3 Rules and mechanisms of standard contracts; 3.3.1 Principal amortization patterns; 3.3.2 Principal draw-down patterns (step-up); 3.3.3 Interest payment patterns 3.3.4 Fixed/variable (rate adjustments)3.3.5 FX rates; 3.3.6 Stock patterns; 3.3.7 Commodity patterns; 3.3.8 Plain vanilla option patterns; 3.3.9 Exotic option patterns; 3.3.10 Credit risk; 3.3.11 Behavioral patterns; 3.4 Examples; 3.4.1 Principal at maturity (PAM); 3.4.2 Annuities (ANN); 3.4.3 Regular amortizer (RGM); 3.4.4 Interest rate swap (IRSWP); 3.4.5 Forward rate agreement (FRA); 3.4.6 Bond and interest rate options (IROPT); 3.5 Nonstandard contract types; 3.5.1 Input elements and events; 3.5.2 Analysis elements; Appendix: Practical considerations; 3.A.1 Mapping process 3.A.2 Data quality4 Market Risk Factors; 4.1 Expectations; 4.1.1 Economic expectations; 4.1.2 Arbitrage-free markets and risk-neutral valuation; 4.1.3 Absence of arbitrage and economic expectation; 4.1.4 Linear and nonlinear effects; 4.2 Static modeling; 4.2.1 Interest rates; 4.2.2 Stocks, exchange rates and commodities; 4.2.3 Spreads as risk factors; 4.3 Stochastic market models: the arbitrage-free world; 4.3.1 Stock price models; 4.3.2 Beyond geometric Brownian motion; 4.3.3 Interest rates: general considerations; 4.3.4 Short rate models; 4.3.5 Forward rate models 4.4 Stochastic market models: the real world4.4.1 Economic scenario generation; 4.4.2 Modeling individual products: stocks and commodities; 4.4.3 Product rates; 4.5 Alternative valuation techniques; 4.5.1 Arbitrage-free and complete markets; 4.5.2 Arbitrage-free incomplete markets; 4.5.3 Discounting with deflators; 4.5.4 Arbitrage opportunities and deflators; Further reading; 5 Counterparty; 5.1 Exposure, rating and probabilities of default; 5.2 Data determining gross exposure; 5.2.1 Counterparty descriptive data; 5.2.2 Counterparty hierarchies and group structures 5.2.3 Counterparty and financial contracts |
| Record Nr. | UNINA-9910829849403321 |
|
Brammertz Willi
|
||
| Chichester, West Sussex, : Wiley, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
