Autore	Georgiou Andréas
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	25 p. : ill
Disciplina	338.5;338.542
Collana	IMF Working Papers
Soggetto topico	Financial crises - Econometric models Economic policy - Mathematical models Financial risk Capital market Global Financial Crisis, 2008-2009 Banks and Banking Financial Risk Management Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Finance Economic & financial crises & disasters Monetary economics Financial services law & regulation Financial crises Credit Loans Project loans Credit risk Financial risk management
ISBN	1-4623-0026-X 1-282-84434-2 1-4527-7023-9 1-4518-7380-8 9786612844348
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Intro -- Contents -- I. Introduction -- II. The Analytical Framework -- A. The Basic Model -- B. Different Sources of Finance -- C. Choice of Project Riskiness -- D. Change in the Cost of Loanable Funds -- E. Changes in the Probability Distribution Function of the Debt-Financed Project -- III. Some Thoughts on Policy Implications -- IV. Conclusion -- Appendix -- References.
Record Nr.	UNINA-9910827454003321

Autore	Le Courtois Olivier
Pubbl/distr/stampa	London : , : Imperial College Press, , [2014]
Descrizione fisica	1 online resource (xvii, 351 pages) : illustrations
Disciplina	332.6015118 658.155
Collana	Series in quantitative finance
Soggetto topico	Financial risk Asset allocation
ISBN	1-78326-309-1
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	1. Introduction -- 2. Market framework. 2.1. Studied quantities. 2.2. The question of time -- 3. Statistical description of markets. 3.1. Construction of a representation. 3.2. Normality tests. 3.3. Discontinuity test. 3.4. Continuity test. 3.5. Testing the finiteness of the activity -- 4. Levy processes. 4.1. Definitions and construction. 4.2. The Levy-Khintchine formula. 4.3. The moments of Levy processes of finite variation -- 5. Stable distributions and processes. 5.1. Definitions and properties. 5.2. Stable financial models -- 6. Laplace distributions and processes. 6.1. The first Laplace distribution. 6.2. The asymmetrization of the Laplace distribution. 6.3. The Laplace distribution as the limit of hyperbolic distributions -- 7. The time change framework. 7.1. Time changes. 7.2. Subordinated Brownian motions. 7.3. Time-changed Laplace process -- 8. Tail distributions. 8.1. Largest values approach. 8.2. Threshold approach. 8.3. Statistical phenomenon approach. 8.4. Estimation of the shape parameter -- 9. Risk budgets. 9.1. Risk measures. 9.2. Computation of risk budgets -- 10. The psychology of risk -- 10.1. Basic principles of the psychology of risk. 10.2. The measurement of risk aversion. 10.3. Typology of risk aversion -- 11. Monoperiodic portfolio choice. 11.1. The optimization program. 11.2. Optimizing with two moments. 11.3. Optimizing with three moments. 11.4. Optimizing with four moments. 11.5. Other problems -- 12. Dynamic portfolio choice. 12.1. The optimization program. 12.2. Classic approach. 12.3. Optimization in the presence of jumps -- 13. Conclusion.
Record Nr.	UNINA-9910789288103321

Autore	Moynihan Brendan
Pubbl/distr/stampa	Hoboken, NJ, : Bloomberg Press, 2011
Descrizione fisica	1 online resource (192 p.)
Disciplina	332.601 332.6320973
Collana	Bloomberg
Soggetto topico	Financial engineering Financial risk Global Financial Crisis, 2008-2009 Securities industry - United States
ISBN	1-118-03032-X 1-283-02702-X 9786613027023 1-118-03030-3
Classificazione	BUS027000
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Financial Origami: How the Wall Street Model Broke; Contents; Author's Note; Introduction; Chapter 1: Fold Sides to Center; Chapter 2: Result, Turn Over; Chapter 3: Fold Sides to Center, Again; Chapter 4: Fold Tip to Point; Chapter 5: Fold Point Back; Chapter 6: Fold in Half; Chapter 7: Pull Neck Upright; Chapter 8: Pull Head to Suitable Angle; Chapter 9: Complete; Epilogue; Notes; About the Author; Index
Record Nr.	UNINA-9910781103103321

Autore	Qiu Zhigang (College teacher)
Pubbl/distr/stampa	Singapore : , : Springer, , [2022]
Descrizione fisica	1 online resource (136 pages)
Disciplina	332.6
Collana	Contributions to finance and accounting
Soggetto topico	Financial risk Financial risk - China Finance - Technological innovations
ISBN	981-19-0288-7
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910568293803321

Pubbl/distr/stampa	New Castle Upon Tyne : , : Cambridge Scholars Publishing, , 2014
Descrizione fisica	1 online resource (367 p.)
Disciplina	332.1
Soggetto topico	Financial services industry Financial risk Research and development projects
Soggetto genere / forma	Electronic books.
ISBN	1-4438-7015-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	TABLE OF CONTENTS; INTRODUCTION; CHAPTER ONE; CHAPTER TWO; CHAPTER THREE; CHAPTER FOUR; CHAPTER FIVE; CHAPTER SIX; CHAPTER SEVEN; CHAPTER EIGHT; CHAPTER NINE; CHAPTER TEN; CHAPTER ELEVEN; CHAPTER TWELVE; CHAPTER THIRTEEN; CONTRIBUTORS
Record Nr.	UNINA-9910460169003321