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An introduction to the mathematics of finance : a deterministic approach / / S. J. Garrett
| An introduction to the mathematics of finance : a deterministic approach / / S. J. Garrett |
| Autore | Garrett S. J (Stephen J.) |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Amsterdam : , : Butterworth-Heinemann, , [2013] |
| Descrizione fisica | 1 online resource (xii, 450 pages) : illustrations |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance - Mathematical models
Business mathematics |
| Soggetto genere / forma | Electronic books. |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910459086503321 |
Garrett S. J (Stephen J.)
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| Amsterdam : , : Butterworth-Heinemann, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to the mathematics of finance : a deterministic approach / / S. J. Garrett
| An introduction to the mathematics of finance : a deterministic approach / / S. J. Garrett |
| Autore | Garrett S. J (Stephen J.) |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Amsterdam : , : Butterworth-Heinemann, , [2013] |
| Descrizione fisica | 1 online resource (xii, 450 pages) : illustrations |
| Disciplina | 332.015195 |
| Altri autori (Persone) | McCutcheonJ. J (John J.) |
| Soggetto topico |
Finance - Mathematical models
Business mathematics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910792483703321 |
|
Garrett S. J (Stephen J.)
|
||
| Amsterdam : , : Butterworth-Heinemann, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to the mathematics of finance : a deterministic approach / / S. J. Garrett
| An introduction to the mathematics of finance : a deterministic approach / / S. J. Garrett |
| Autore | Garrett S. J (Stephen J.) |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Amsterdam : , : Butterworth-Heinemann, , [2013] |
| Descrizione fisica | 1 online resource (xii, 450 pages) : illustrations |
| Disciplina | 332.015195 |
| Altri autori (Persone) | McCutcheonJ. J (John J.) |
| Soggetto topico |
Finance - Mathematical models
Business mathematics |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910823192903321 |
|
Garrett S. J (Stephen J.)
|
||
| Amsterdam : , : Butterworth-Heinemann, , [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to wavelet theory in finance [[electronic resource] ] : a wavelet multiscale approach / / Francis In, Sangbae Kim
| An introduction to wavelet theory in finance [[electronic resource] ] : a wavelet multiscale approach / / Francis In, Sangbae Kim |
| Autore | In Francis |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013 |
| Descrizione fisica | 1 online resource (213 p.) |
| Disciplina |
332.01514742
332.015152433 515.2433 |
| Altri autori (Persone) | KimSangbae <1965-> |
| Soggetto topico |
Finance - Mathematical models
Wavelets (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-85075-3
981-4397-84-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1. Methodology: Introduction to Wavelet Analysis; 1.1 Introduction; 1.2 Fourier Analysis and Spectral Analysis; 1.2.1 Fourier analysis; 1.2.2 Spectral analysis; 1.2.3 Comparison between Fourier transform and wavelet transform; 1.3 Wavelet Analysis; 1.3.1 Continuous wavelet transform; Scale of wavelets; Shifting of wavelets; 1.3.2 Discrete wavelet transform; 1.3.3 Maximal overlap discrete wavelet transform; 1.3.4 Boundary condition; Periodic boundary; Reflection boundary; Brick wall condition; 1.4 Wavelet Variance, Covariance and Correlation; 1.4.1 Wavelet variance
1.4.2 Wavelet covariance and correlation1.4.3 Cross wavelet covariance and correlation; 1.5 Long Memory Estimation Using Wavelet Analysis; 1.5.1 Definitions of long memory; 1.5.2 Wavelet ordinary least square; 1.5.3 Approximate maximum-likelihood estimation of the long memory parameter; 1.5.4 Another estimation method of the long memory parameter; 2. Multiscale Hedge Ratio Between the Stock and Futures Markets: A New Approach Using Wavelet Analysis and High Frequency Data; 2.1 Introduction; 2.2 Minimum Variance Hedge; 2.3 Empirical Results; 2.4 Concluding Remarks 3. Modeling the International Links Between the Dollar, Euro and Yen Interest Rate Swap Markets Through a Multiscaling Approach3.1 Introduction; 3.2 Data and Descriptive Statistics; 3.3 Empirical Results; 3.4 Concluding Remarks; 4. Long Memory in Rates and Volatilities of LIBOR: Wavelet Analysis; 4.1 Introduction; 4.2 Data and Empirical Results; 4.3 Summary and Concluding Remarks; 5. Cross-Listing and Transmission of Pricing Information of Dually-Listed Stocks: A New Approach Using Wavelet Analysis; 5.1 Introduction; 5.2 Data Description and Basic Statistics; 5.3 Empirical Results 5.4 Concluding RemarksAppendix. The market values of sample companies as of 2002; 6. On the Relationship Between Stock Returns and Risk Factors: New Evidence From Wavelet Analysis; 6.1 Introduction; 6.2 Data and Basic Statistics; 6.3 Empirical Results; 6.3.1 Results from the traditional CAPM; 6.3.2 Results using two risk factors: Excess market returns and SMB; 6.3.3 Results using three factors: Excess market returns, SMB and HML; 6.4 Concluding Remarks; 7. Can the Risk Factors Explain the Cross-Section of Average Stock Returns in the Long Run?; 7.1 Introduction; 7.2 Data and Basic Statistics 7.3 Empirical Results7.3.1 Traditional CAPM context; 7.3.2 Fama-French three factor model; 7.3.3 Fama-French three-factor model augmented by the momentum factor; 7.4 Conclusion; 8. Multiscale Relationships Between Stock Returns and Inflations: International Evidence; 8.1 Introduction; 8.2 Research Methodologies; 8.2.1 The multi-scale hedge ratio; 8.2.2 The bootstrap approach; 8.3 Data and Empirical Results; 8.4 Summary and Concluding Remarks; Appendix A. Data sources; 9. Mutual Fund Performance and Investment Horizon; 9.1 Introduction; 9.2 Sharpe Ratio at Different Investment Horizons 9.3 Data and Empirical Results |
| Record Nr. | UNINA-9910464784103321 |
|
In Francis
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to wavelet theory in finance [[electronic resource] ] : a wavelet multiscale approach / / Francis In, Sangbae Kim
| An introduction to wavelet theory in finance [[electronic resource] ] : a wavelet multiscale approach / / Francis In, Sangbae Kim |
| Autore | In Francis |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013 |
| Descrizione fisica | 1 online resource (213 p.) |
| Disciplina |
332.01514742
332.015152433 515.2433 |
| Altri autori (Persone) | KimSangbae <1965-> |
| Soggetto topico |
Finance - Mathematical models
Wavelets (Mathematics) |
| ISBN |
1-283-85075-3
981-4397-84-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1. Methodology: Introduction to Wavelet Analysis; 1.1 Introduction; 1.2 Fourier Analysis and Spectral Analysis; 1.2.1 Fourier analysis; 1.2.2 Spectral analysis; 1.2.3 Comparison between Fourier transform and wavelet transform; 1.3 Wavelet Analysis; 1.3.1 Continuous wavelet transform; Scale of wavelets; Shifting of wavelets; 1.3.2 Discrete wavelet transform; 1.3.3 Maximal overlap discrete wavelet transform; 1.3.4 Boundary condition; Periodic boundary; Reflection boundary; Brick wall condition; 1.4 Wavelet Variance, Covariance and Correlation; 1.4.1 Wavelet variance
1.4.2 Wavelet covariance and correlation1.4.3 Cross wavelet covariance and correlation; 1.5 Long Memory Estimation Using Wavelet Analysis; 1.5.1 Definitions of long memory; 1.5.2 Wavelet ordinary least square; 1.5.3 Approximate maximum-likelihood estimation of the long memory parameter; 1.5.4 Another estimation method of the long memory parameter; 2. Multiscale Hedge Ratio Between the Stock and Futures Markets: A New Approach Using Wavelet Analysis and High Frequency Data; 2.1 Introduction; 2.2 Minimum Variance Hedge; 2.3 Empirical Results; 2.4 Concluding Remarks 3. Modeling the International Links Between the Dollar, Euro and Yen Interest Rate Swap Markets Through a Multiscaling Approach3.1 Introduction; 3.2 Data and Descriptive Statistics; 3.3 Empirical Results; 3.4 Concluding Remarks; 4. Long Memory in Rates and Volatilities of LIBOR: Wavelet Analysis; 4.1 Introduction; 4.2 Data and Empirical Results; 4.3 Summary and Concluding Remarks; 5. Cross-Listing and Transmission of Pricing Information of Dually-Listed Stocks: A New Approach Using Wavelet Analysis; 5.1 Introduction; 5.2 Data Description and Basic Statistics; 5.3 Empirical Results 5.4 Concluding RemarksAppendix. The market values of sample companies as of 2002; 6. On the Relationship Between Stock Returns and Risk Factors: New Evidence From Wavelet Analysis; 6.1 Introduction; 6.2 Data and Basic Statistics; 6.3 Empirical Results; 6.3.1 Results from the traditional CAPM; 6.3.2 Results using two risk factors: Excess market returns and SMB; 6.3.3 Results using three factors: Excess market returns, SMB and HML; 6.4 Concluding Remarks; 7. Can the Risk Factors Explain the Cross-Section of Average Stock Returns in the Long Run?; 7.1 Introduction; 7.2 Data and Basic Statistics 7.3 Empirical Results7.3.1 Traditional CAPM context; 7.3.2 Fama-French three factor model; 7.3.3 Fama-French three-factor model augmented by the momentum factor; 7.4 Conclusion; 8. Multiscale Relationships Between Stock Returns and Inflations: International Evidence; 8.1 Introduction; 8.2 Research Methodologies; 8.2.1 The multi-scale hedge ratio; 8.2.2 The bootstrap approach; 8.3 Data and Empirical Results; 8.4 Summary and Concluding Remarks; Appendix A. Data sources; 9. Mutual Fund Performance and Investment Horizon; 9.1 Introduction; 9.2 Sharpe Ratio at Different Investment Horizons 9.3 Data and Empirical Results |
| Record Nr. | UNINA-9910789347803321 |
|
In Francis
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to wavelet theory in finance [[electronic resource] ] : a wavelet multiscale approach / / Francis In, Sangbae Kim
| An introduction to wavelet theory in finance [[electronic resource] ] : a wavelet multiscale approach / / Francis In, Sangbae Kim |
| Autore | In Francis |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013 |
| Descrizione fisica | 1 online resource (213 p.) |
| Disciplina |
332.01514742
332.015152433 515.2433 |
| Altri autori (Persone) | KimSangbae <1965-> |
| Soggetto topico |
Finance - Mathematical models
Wavelets (Mathematics) |
| ISBN |
1-283-85075-3
981-4397-84-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1. Methodology: Introduction to Wavelet Analysis; 1.1 Introduction; 1.2 Fourier Analysis and Spectral Analysis; 1.2.1 Fourier analysis; 1.2.2 Spectral analysis; 1.2.3 Comparison between Fourier transform and wavelet transform; 1.3 Wavelet Analysis; 1.3.1 Continuous wavelet transform; Scale of wavelets; Shifting of wavelets; 1.3.2 Discrete wavelet transform; 1.3.3 Maximal overlap discrete wavelet transform; 1.3.4 Boundary condition; Periodic boundary; Reflection boundary; Brick wall condition; 1.4 Wavelet Variance, Covariance and Correlation; 1.4.1 Wavelet variance
1.4.2 Wavelet covariance and correlation1.4.3 Cross wavelet covariance and correlation; 1.5 Long Memory Estimation Using Wavelet Analysis; 1.5.1 Definitions of long memory; 1.5.2 Wavelet ordinary least square; 1.5.3 Approximate maximum-likelihood estimation of the long memory parameter; 1.5.4 Another estimation method of the long memory parameter; 2. Multiscale Hedge Ratio Between the Stock and Futures Markets: A New Approach Using Wavelet Analysis and High Frequency Data; 2.1 Introduction; 2.2 Minimum Variance Hedge; 2.3 Empirical Results; 2.4 Concluding Remarks 3. Modeling the International Links Between the Dollar, Euro and Yen Interest Rate Swap Markets Through a Multiscaling Approach3.1 Introduction; 3.2 Data and Descriptive Statistics; 3.3 Empirical Results; 3.4 Concluding Remarks; 4. Long Memory in Rates and Volatilities of LIBOR: Wavelet Analysis; 4.1 Introduction; 4.2 Data and Empirical Results; 4.3 Summary and Concluding Remarks; 5. Cross-Listing and Transmission of Pricing Information of Dually-Listed Stocks: A New Approach Using Wavelet Analysis; 5.1 Introduction; 5.2 Data Description and Basic Statistics; 5.3 Empirical Results 5.4 Concluding RemarksAppendix. The market values of sample companies as of 2002; 6. On the Relationship Between Stock Returns and Risk Factors: New Evidence From Wavelet Analysis; 6.1 Introduction; 6.2 Data and Basic Statistics; 6.3 Empirical Results; 6.3.1 Results from the traditional CAPM; 6.3.2 Results using two risk factors: Excess market returns and SMB; 6.3.3 Results using three factors: Excess market returns, SMB and HML; 6.4 Concluding Remarks; 7. Can the Risk Factors Explain the Cross-Section of Average Stock Returns in the Long Run?; 7.1 Introduction; 7.2 Data and Basic Statistics 7.3 Empirical Results7.3.1 Traditional CAPM context; 7.3.2 Fama-French three factor model; 7.3.3 Fama-French three-factor model augmented by the momentum factor; 7.4 Conclusion; 8. Multiscale Relationships Between Stock Returns and Inflations: International Evidence; 8.1 Introduction; 8.2 Research Methodologies; 8.2.1 The multi-scale hedge ratio; 8.2.2 The bootstrap approach; 8.3 Data and Empirical Results; 8.4 Summary and Concluding Remarks; Appendix A. Data sources; 9. Mutual Fund Performance and Investment Horizon; 9.1 Introduction; 9.2 Sharpe Ratio at Different Investment Horizons 9.3 Data and Empirical Results |
| Record Nr. | UNINA-9910827657103321 |
|
In Francis
|
||
| Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introductory mathematical analysis for quantitative finance / / Daniele Ritelli and Giulia Spaletta
| Introductory mathematical analysis for quantitative finance / / Daniele Ritelli and Giulia Spaletta |
| Autore | Ritelli Daniele |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, Taylor & Francis Group, , [2020] |
| Descrizione fisica | 1 online resource (322 pages) |
| Disciplina | 332.01/515 |
| Collana | Chapman & Hall/CRC financial mathematics series |
| Soggetto topico |
Mathematical analysis
Finance - Mathematical models |
| ISBN |
1-351-24509-0
1-351-24510-4 1-351-24511-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Euclidean space -- Sequences and series of functions -- Multidimensional differential calculus -- Ordinary differential equations of first order : methods for explicit solutions -- Linear differential equations of second order -- Prologue to measure theory -- Lebesgue integral -- Radon-Nikodym theorem -- Multiple integrals -- Gamma and Beta functions -- Fourier transform on the real line -- Parabolic equations. |
| Record Nr. | UNINA-9910794147203321 |
|
Ritelli Daniele
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||
| Boca Raton, FL : , : CRC Press, Taylor & Francis Group, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introductory mathematical analysis for quantitative finance / / Daniele Ritelli and Giulia Spaletta
| Introductory mathematical analysis for quantitative finance / / Daniele Ritelli and Giulia Spaletta |
| Autore | Ritelli Daniele |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, Taylor & Francis Group, , [2020] |
| Descrizione fisica | 1 online resource (322 pages) |
| Disciplina | 332.01/515 |
| Collana | Chapman & Hall/CRC financial mathematics series |
| Soggetto topico |
Mathematical analysis
Finance - Mathematical models |
| ISBN |
1-351-24509-0
1-351-24510-4 1-351-24511-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Euclidean space -- Sequences and series of functions -- Multidimensional differential calculus -- Ordinary differential equations of first order : methods for explicit solutions -- Linear differential equations of second order -- Prologue to measure theory -- Lebesgue integral -- Radon-Nikodym theorem -- Multiple integrals -- Gamma and Beta functions -- Fourier transform on the real line -- Parabolic equations. |
| Record Nr. | UNINA-9910799937603321 |
|
Ritelli Daniele
|
||
| Boca Raton, FL : , : CRC Press, Taylor & Francis Group, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introductory mathematical analysis for quantitative finance / / Daniele Ritelli and Giulia Spaletta
| Introductory mathematical analysis for quantitative finance / / Daniele Ritelli and Giulia Spaletta |
| Autore | Ritelli Daniele |
| Pubbl/distr/stampa | Boca Raton, FL : , : CRC Press, Taylor & Francis Group, , [2020] |
| Descrizione fisica | 1 online resource (322 pages) |
| Disciplina | 332.01/515 |
| Collana | Chapman & Hall/CRC financial mathematics series |
| Soggetto topico |
Mathematical analysis
Finance - Mathematical models |
| ISBN |
1-351-24509-0
1-351-24510-4 1-351-24511-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Euclidean space -- Sequences and series of functions -- Multidimensional differential calculus -- Ordinary differential equations of first order : methods for explicit solutions -- Linear differential equations of second order -- Prologue to measure theory -- Lebesgue integral -- Radon-Nikodym theorem -- Multiple integrals -- Gamma and Beta functions -- Fourier transform on the real line -- Parabolic equations. |
| Record Nr. | UNINA-9910813481003321 |
|
Ritelli Daniele
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||
| Boca Raton, FL : , : CRC Press, Taylor & Francis Group, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introductory stochastic analysis for finance and insurance [[electronic resource] /] / X. Sheldon Lin
| Introductory stochastic analysis for finance and insurance [[electronic resource] /] / X. Sheldon Lin |
| Autore | Lin X. Sheldon |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, c2006 |
| Descrizione fisica | 1 online resource (250 p.) |
| Disciplina |
332.01/51923
368.010151922 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Finance - Mathematical models
Insurance - Mathematical models Stochastic analysis |
| ISBN |
1-280-41150-3
9786610411504 0-470-36217-0 0-471-79321-3 0-471-79320-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introductory Stochastic Analysis for Finance and InsuranceIntroductory Stochastic Analysis for Finance and Insurance; CONTENTS; List of Figures; List of Tables; Preface; 1 Introduction; 2 Overview of Probability Theory; 2.1 Probability Spaces and Information Structures; 2.2 Random Variables, Moments and Transforms; LIST OF FIGURES; 2.1. The price of a stock over a two-day period.; 2.3 Multivariate Distributions; 2.4 Conditional Probability and Conditional Distributions; 2.2. The probability tree of the stock price over a two-day period.; 2.5 Conditional Expectation
2.3. The expectation tree of the stock price over a two-day period.2.6 The Central Limit Theorem; 3 Discrete-Time Stochastic Processes; 3.1 Stochastic Processes and Information Structures; 3.2 Random Walks; 3.1. The tree of a standard random walk.; 3.2. The binomial model of the stock price.; 3.3 Discrete-Time Markov Chains; 3.3. The binomial tree of the stock price.; 3.4 Martingales and Change of Probability Measure; 3.5 Stopping Times; 3.6 Option Pricing with Binomial Models; 3.4. The returns of a stock and a bond.; 3.5. The payoff function of a call.; 3.6. The payoff function of a put. 3.7. The payoff function of a strangle.3.7 Binomial Interest Rate Models; LIST OF TABLES; 3.1. A sample of quotes on U.S. Treasuries.; 3.8. Treasury yield curve, Treasury zero curve, and Treasury forward rate curve based on the quotes in Table 3.1.; 3.2. The market term structure.; 3.9. Constructing a short rate tree: step one.; 3.10. Constructing a short rate tree: step two.; 3.11. The complete short rate tree.; 4 Continuous-Time Stochastic Processes; 4.1 General Description of Continuous-Time Stochastic Processes; 4.2 Brownian Motion 4.1. A sample path of standard Brownian motion (μ = 0 and σ = 1).4.3 The Reflection Principle and Barrier Hitting Probabilities; 4.2. A sample path of Brownian motion with μ = 1 and σ = 1.; 4.3. A sample path of Brownian motion with μ = -1 and σ = 1.; 4.4. A sample path of Brownian motion with μ = 0 and σ = 2.; 4.5. A sample path of Brownian motion with μ = 0 and σ = 0.5.; 4.6. A path of standard Brownian motion reflected after hitting.; 4.7. A path of standard Brownian motion reflected before hitting.; 4.4 The Poisson Process and Compound Poisson Process 4.8. A sample path of a compound Poisson process.4.9. A sample path of the shifted Poisson process {Xτ(t)}.; 4.5 Martingales; 4.6 Stopping Times and the Optional Sampling Theorem; 5 Stochastic Calculus: Basic Topics; 5.1 Stochastic (Ito) Integration; 5.2 Stochastic Differential Equations; 5.3 One-Dimensional Ito's Lemma; 5.1. The product rules in stochastic calculus.; 5.4 Continuous-Time Interest Rate Models; 5.5 The Black-Scholes Model and Option Pricing Formula; 5.6 The Stochastic Version of Integration by Parts; 5.7 Exponential Martingales; 5.8 The Martingale Representation Theorem 6 Stochastic Calculus: Advanced Topics |
| Record Nr. | UNINA-9910145033603321 |
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Lin X. Sheldon
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| Hoboken, N.J., : John Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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