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Global Stock Market Integration [[electronic resource] ] : Co-Movement, Crises, and Efficiency in Developed and Emerging Markets / / by Sabur Mollah, Asma Mobarek
| Global Stock Market Integration [[electronic resource] ] : Co-Movement, Crises, and Efficiency in Developed and Emerging Markets / / by Sabur Mollah, Asma Mobarek |
| Autore | Mollah Sabur |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (179 p.) |
| Disciplina | 332.64/2 |
| Soggetto topico |
Development economics
Finance Investment banking Securities Macroeconomics Financial engineering Capital market Development Economics Finance, general Investments and Securities Macroeconomics/Monetary Economics//Financial Economics Financial Engineering Capital Markets |
| ISBN | 1-137-36754-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Market efficiency in emerging markets: evidence from africa and central european markets -- Market integration in developed and emerging markets -- Determinants of market integration in developed and emerging markets -- Market integration and causality in developed and emerging markets during crisis -- Conclusion. |
| Record Nr. | UNINA-9910254883203321 |
Mollah Sabur
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| New York : , : Palgrave Macmillan US : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Handbook of Post Crisis Financial Modelling [[electronic resource] /] / edited by Emmanuel Haven, Philip Molyneux, John Wilson, Sergei Fedotov, Meryem Duygun
| The Handbook of Post Crisis Financial Modelling [[electronic resource] /] / edited by Emmanuel Haven, Philip Molyneux, John Wilson, Sergei Fedotov, Meryem Duygun |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (341 p.) |
| Disciplina | 332.015195 |
| Soggetto topico |
Finance
Business mathematics Econometrics Banks and banking Financial engineering Finance, general Business Mathematics Banking Financial Engineering |
| ISBN |
1-78684-689-6
1-137-49449-2 |
| Classificazione | BUS021000BUS027000BUS091000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; Foreword; Translator's note; One: 3 January 1973; Two: 10 January 1973; Three: 17 January 1973; Four: 24 January 1973; Five: 31 January 1973; Six: 7 February 1973; Seven: 14 February 1973; Eight: 21 February 1973; Nine: 28 February 1973; Ten: 7 March 1973; Eleven: 14 March 1973; Twelve: 21 March 1973; Thirteen: 28 March 1973; Course Summary; Course Context; Index of Concepts and Notions; Index of names |
| Record Nr. | UNINA-9910254878603321 |
| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities / / by Azar Karimov
| Identifying Stock Market Bubbles : Modeling Illiquidity Premium and Bid-Ask Prices of Financial Securities / / by Azar Karimov |
| Autore | Karimov Azar |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XXI, 131 p. 30 illus.) |
| Disciplina | 332.642 |
| Collana | Contributions to Management Science |
| Soggetto topico |
Risk management
Operations research Decision making Economics, Mathematical Macroeconomics Statistics Financial engineering Risk Management Operations Research/Decision Theory Quantitative Finance Macroeconomics/Monetary Economics//Financial Economics Statistics for Business, Management, Economics, Finance, Insurance Financial Engineering |
| ISBN | 3-319-65009-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Review on Research Conducted -- Theory of Conic Finance -- Stock Prices Follow a Brownian Motion -- Stock Prices Follow a Double Exponential Jump-Diffusion Model -- Numerical Implementation and Parameter Estimation Under Kou Model -- Illiquidity Premium and Connection with Financial Bubbles -- Conclusion and Future Outlook. . |
| Record Nr. | UNINA-9910255039703321 |
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Karimov Azar
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Innovations in Derivatives Markets [[electronic resource] ] : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation / / edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst
| Innovations in Derivatives Markets [[electronic resource] ] : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation / / edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, Rudi Zagst |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (X, 449 p. 68 illus., 43 illus. in color.) |
| Disciplina | 519 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Economics, Mathematical
Banks and banking Statistics Mathematical models Probabilities Financial engineering Quantitative Finance Banking Statistics for Business, Management, Economics, Finance, Insurance Mathematical Modeling and Industrial Mathematics Probability Theory and Stochastic Processes Financial Engineering |
| ISBN | 3-319-33446-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword -- Preface -- Part I: Valuation Adjustments -- Part II: Fixed Income Modeling -- Part III: Financial Engineering. . |
| Record Nr. | UNINA-9910166651303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Integrated Reporting [[electronic resource] ] : A New Accounting Disclosure / / edited by Chiara Mio
| Integrated Reporting [[electronic resource] ] : A New Accounting Disclosure / / edited by Chiara Mio |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
| Descrizione fisica | 1 online resource (XXVIII, 312 p. 29 illus., 28 illus. in color.) |
| Disciplina | 332 |
| Soggetto topico |
Finance
Corporations—Finance Risk management Financial engineering Bank marketing Banks and banking Finance, general Corporate Finance Risk Management Financial Engineering Financial Services Banking |
| ISBN | 1-137-55149-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Integrated reporting: the IIRC framework / Chiara Mio -- Strategy and business model in integrated reporting / Marco Vedovato -- Value creation: a core concept of integrated reporting / Axel Haller -- Empirical evidence on current integrated reporting practices / Carlo Marcon and Morena Mancin -- Integrated reporting: precursor of a paradigm shift in corporate reporting? / Richard Barker and Timotius Kasim -- Integrated reporting: when, why and how did it happen? / José Roberto Kassai and Nelson Carvalho -- Integrated report: the cases of Itaú Unibanco Holding S/A and of Natura Cosméticos S/A / Álvaro Ricardino Filho and Nelson Carvalho -- The influence of institutional investors on companies' disclosure / Marco Fasan -- The influence of corporate governance on the adoption of the integrated report: a first study on IIRC pilot programme / Maria Federica Izzo and Giovanni Fiori -- Institutional determinants of IR disclosure quality / Marco Fasan, Carlo Marcon, and Chiara Mio -- Enterprise Risk Management and integrated reporting: is there a synergism? / Giorgio Bertinetti and Gloria Gardenal -- The integrated report and the conference calls content / Elisa Cavezzali, Nazim Hussain, and Ugo Rigoni -- The relationship between integrated reporting and cost of capital / Nelson Carvalho and Fernando Dal-Ri Murica -- Assurance and other credibility enhancing mechanisms for integrated reporting / Roger Sinnett, Shan Zhou, and Hien Hoang -- IR: the big promise and the expectation gap / Chiara Mio and Marco Fasan. |
| Record Nr. | UNINA-9910254877403321 |
| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Interest Rate Derivatives Explained: Volume 2 [[electronic resource] ] : Term Structure and Volatility Modelling / / by Jörg Kienitz, Peter Caspers
| Interest Rate Derivatives Explained: Volume 2 [[electronic resource] ] : Term Structure and Volatility Modelling / / by Jörg Kienitz, Peter Caspers |
| Autore | Kienitz Jörg |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXVII, 248 p. 62 illus.) |
| Disciplina | 332.632044 |
| Collana | Financial Engineering Explained |
| Soggetto topico |
Financial engineering
Capital market Investment banking Securities Risk management Banks and banking Financial Engineering Capital Markets Investments and Securities Risk Management Banking |
| ISBN | 1-137-36019-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter1 Goals of this Book and Global Overview -- Chapter2 Vanilla Bonds and Asset Swaps -- Chapter3 Callable (and Puttable) Bonds -- Chapter4 Structured Finance -- Chapter5 More Exotic Features -- Chapter6 Basis Hedging -- Chapter7 Exposures -- Chapter8 The Heston Model -- Chapter9 The SABR Model -- Chapter10 Term Structure Models -- Chapter11 Short Rate Models -- Chapter12 A Gaussian Rates-Credit pricing Framework -- Chapter13 Instantaneous Forward Rate Models -- Chapter14 The Libor Market Model -- Chapter15 Numerical Techniques.-. |
| Record Nr. | UNINA-9910255053603321 |
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Kienitz Jörg
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| London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Investment Strategy in Heating and CHP : Mathematical Models / / by Ryszard Bartnik, Zbigniew Buryn, Anna Hnydiuk-Stefan
| Investment Strategy in Heating and CHP : Mathematical Models / / by Ryszard Bartnik, Zbigniew Buryn, Anna Hnydiuk-Stefan |
| Autore | Bartnik Ryszard |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (XII, 96 p. 35 illus., 30 illus. in color.) |
| Disciplina | 621.199 |
| Collana | SpringerBriefs in Energy |
| Soggetto topico |
Energy systems
Power electronics Engineering economics Engineering economy Energy policy Energy and state Capital investments Financial engineering Energy Systems Power Electronics, Electrical Machines and Networks Engineering Economics, Organization, Logistics, Marketing Energy Policy, Economics and Management Investment Appraisal Financial Engineering |
| ISBN | 3-319-61024-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1.Introduction -- 2.Continuous time methodology and mathematical models in search of optimum investment strategy in thermal plants and combined heat and power plants -- 3.Continuous time methodology and mathematical model for analysis of technical and economic effectiveness of modernizing a thermal plant and combined heat and power plant -- 4.Continuous time methodology and mathematical models for the analysis of the market value of thermal plant and heat and power plant and the value of the market supplied by them -- 5.Summary and final conclusions. |
| Record Nr. | UNINA-9910253982003321 |
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Bartnik Ryszard
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Management of Mutual Funds / / by G.V. Satya Sekhar
| The Management of Mutual Funds / / by G.V. Satya Sekhar |
| Autore | Sekhar G.V. Satya |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (X, 180 p. 51 illus.) |
| Disciplina | 332.6327 |
| Soggetto topico |
Investment banking
Securities Personal finance Pension plans Bank marketing Corporations—Finance Business enterprises—Finance Financial engineering Investments and Securities Personal Finance/Wealth Management/Pension Planning Financial Services Corporate Finance Business Finance Financial Engineering |
| ISBN | 3-319-34000-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1) Introduction -- Chapter 2) Review of Literature -- Chapter 3) Corporate governance -- Chapter 4) Bench marking -- Chapter 5) Asset Management -- Chapter 6) Portfolio Management. |
| Record Nr. | UNINA-9910150453503321 |
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Sekhar G.V. Satya
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin
| Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin |
| Autore | Zakamulin Valeriy |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Descrizione fisica | 1 online resource (XXXII, 278 p. 64 illus.) |
| Disciplina | 332.6 |
| Collana | New Developments in Quantitative Trading and Investment |
| Soggetto topico |
Financial engineering
Investment banking Securities Economics, Mathematical Financial Engineering Investments and Securities Quantitative Finance |
| ISBN | 3-319-60970-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter1 Introduction -- Chapter2 Moving Averages -- Chapter3 Trading Rules -- Chapter4 Anatomy of Trading Rules -- Chapter5 Case Study: Historical Performance of Trading Rules on Other -- Chapter6 Summary and Conclusions. |
| Record Nr. | UNINA-9910255044403321 |
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Zakamulin Valeriy
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance / / by Ernst Eberlein, Jan Kallsen
| Mathematical Finance / / by Ernst Eberlein, Jan Kallsen |
| Autore | Eberlein Ernst |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (774 pages) |
| Disciplina | 330.0151 |
| Collana | Springer Finance |
| Soggetto topico |
Social sciences - Mathematics
Probabilities Financial engineering Financial risk management Mathematics in Business, Economics and Finance Probability Theory Financial Engineering Risk Management |
| ISBN | 3-030-26106-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I -- Stochastic Calculus -- Overview -- Discrete Stochastic Calculus -- Lévy Processes -- Stochastic Integration -- Semimartingale Characteristics -- Markov Processes -- Affine and Polynomial Processes -- Optimal Control -- Mathematical Finance -- Overview and Notation -- Equity models -- Markets, Strategies, Arbitrage -- Optimal Investment -- Arbitrage-Based Valuation and Hedging of Derivatives -- Mean-Variance Hedging -- Utility-Based Valuation and Hedging of Derivatives -- Interest Rate Models. |
| Record Nr. | UNINA-9910364957503321 |
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Eberlein Ernst
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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