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Derivatives [[electronic resource] ] : markets, valuation, and risk management / / Robert E. Whaley
| Derivatives [[electronic resource] ] : markets, valuation, and risk management / / Robert E. Whaley |
| Autore | Whaley Robert E |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (962 p.) |
| Disciplina |
332.644
332.6457 |
| Collana | The Wiley finance series |
| Soggetto topico |
Derivative securities - Marketing
Derivative securities - Valuation Financial risk management |
| ISBN |
1-119-20198-5
1-280-82197-3 9786610821976 0-470-08638-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Derivatives: Markets, Valuation, and Risk Management; Contents; Preface; DERIVATIVE MARKETS; FUNDAMENTALS OF VALUATION; FORWARD/FUTURES/SWAP VALUATION; OPTION VALUATION; STOCK DERIVATIVES; STOCK INDEX DERIVATIVES; CURRENCY DERIVATIVES; INTEREST RATE DERIVATIVES; COMMODITY DERIVATIVES; LESSONS LEARNED; OPTVAL; REFERENCES; Acknowledgments; About the Author; Part I: Derivative Markets; Chapter 1: Derivative Contracts and Markets; FORWARDS; OPTIONS; WHY DO DERIVATIVES MARKETS EXIST?; EVOLUTION OF DERIVATIVES MARKETS; ATTRIBUTES OF EXCHANGE-TRADED DERIVATIVE MARKETS
ATTRIBUTES OF OTC DERIVATIVE MARKETSSUMMARY; REFERENCES AND SUGGESTED READINGS; APPENDIX 1: SQUEEZING THE SOYBEAN MARKET40; Part II: Fundamentals of Valuation; Chapter 2: Assumptions and Interest Rate Mechanics; UNDERLYING ASSUMPTIONS; INTEREST RATE MECHANICS; DISCOUNT BONDS; COUPON-BEARING BONDS; TERM STRUCTURE OF INTEREST RATES; STOCK VALUATION; SUMMARY; REFERENCES AND SUGGESTIONS FOR FURTHER READING; APPENDIX 2A: TAYLOR SERIES EXPANSION OF BOND VALUE; APPENDIX 2B: SUM OF A GEOMETRIC PROGRESSION; Chapter 3: Relation between Return and Risk; UTILITY THEORY; PORTFOLIO THEORY CAPITAL ASSET PRICING MODELPORTFOLIO PERFORMANCE MEASUREMENT; SUMMARY; REFERENCES AND SUGGESTED READINGS; Part III: Forwards/Futures/Swap Valuation; Chapter 4: No-Arbitrage Price Relations: Forwards, Futures, Swaps; UNDERSTANDING CARRY COSTS/BENEFITS; VALUING FORWARDS; VALUING FUTURES; IMPLYING FORWARD NET CARRY RATES; VALUING SWAPS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 5: Risk Management Strategies: Futures; EXPECTED RETURN AND RISK; HEDGING PRICE RISK; HEDGING REVENUE RISK; HEDGING MARGIN RISK; HEDGING PORTFOLIO VALUE; HEDGING MULTIPLE SOURCES OF RISK; ESTIMATION ISSUES SUMMARYREFERENCES AND SUGGESTED READINGS; Part IV: Option Valuation; Chapter 6: No-Arbitrage Price Relations: Options; OPTIONS AND FORWARDS; CONTINUOUS RATES; DISCRETE FLOWS; NO-ARBITRAGE FUTURES OPTIONS RELATIONS; NO-ARBITRAGE INTER-MARKET RELATIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 7: Valuing Standard Options Analytically; INTUITION OF RISK-NEUTRAL VALUATION; LOG-NORMAL PRICE DISTRIBUTION; VALUING A EUROPEAN-STYLE CALL OPTION; VALUING A EUROPEAN-STYLE PUT OPTION; MEASURING RISK OF EUROPEAN-STYLE OPTIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS APPENDIX 7A: APPLICATIONS OF ITO'S LEMMAAPPENDIX 7B: RELATION BETWEEN THE CONTINUOUSLY COMPOUNDED MEAN RETURN AND THE MEAN CONTINUOUSLY COMPOUNDED RETURN; APPENDIX 7C: APPROXIMATION OF THE UNIVARIATE NORMAL PROBABILITY; APPENDIX 7D: DERIVATION OF BLACK-SCHOLES/MERTON OPTION VALUATION FORMULA; APPENDIX 7E: DERIVATION OF THE " GREEKS"; Chapter 8: Valuing Nonstandard Options Analytically; ALL-OR-NOTHING OPTIONS; GAP OPTIONS; CONTINGENT PAY OPTIONS; FORWARD-START OPTIONS; RATCHET OPTIONS; CHOOSER OPTIONS; EXCHANGE OPTIONS; OPTIONS ON THE MAXIMUM AND THE MINIMUM; COMPOUND OPTIONS; LOOKBACK OPTIONS BARRIER OPTIONS |
| Record Nr. | UNINA-9910143421703321 |
Whaley Robert E
|
||
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives [[electronic resource] ] : markets, valuation, and risk management / / Robert E. Whaley
| Derivatives [[electronic resource] ] : markets, valuation, and risk management / / Robert E. Whaley |
| Autore | Whaley Robert E (Robert Edward), <1953-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (962 p.) |
| Disciplina |
332.644
332.6457 |
| Collana | The Wiley finance series |
| Soggetto topico |
Derivative securities - Marketing
Derivative securities - Valuation Financial risk management |
| ISBN |
1-119-20198-5
1-280-82197-3 9786610821976 0-470-08638-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Derivatives: Markets, Valuation, and Risk Management; Contents; Preface; DERIVATIVE MARKETS; FUNDAMENTALS OF VALUATION; FORWARD/FUTURES/SWAP VALUATION; OPTION VALUATION; STOCK DERIVATIVES; STOCK INDEX DERIVATIVES; CURRENCY DERIVATIVES; INTEREST RATE DERIVATIVES; COMMODITY DERIVATIVES; LESSONS LEARNED; OPTVAL; REFERENCES; Acknowledgments; About the Author; Part I: Derivative Markets; Chapter 1: Derivative Contracts and Markets; FORWARDS; OPTIONS; WHY DO DERIVATIVES MARKETS EXIST?; EVOLUTION OF DERIVATIVES MARKETS; ATTRIBUTES OF EXCHANGE-TRADED DERIVATIVE MARKETS
ATTRIBUTES OF OTC DERIVATIVE MARKETSSUMMARY; REFERENCES AND SUGGESTED READINGS; APPENDIX 1: SQUEEZING THE SOYBEAN MARKET40; Part II: Fundamentals of Valuation; Chapter 2: Assumptions and Interest Rate Mechanics; UNDERLYING ASSUMPTIONS; INTEREST RATE MECHANICS; DISCOUNT BONDS; COUPON-BEARING BONDS; TERM STRUCTURE OF INTEREST RATES; STOCK VALUATION; SUMMARY; REFERENCES AND SUGGESTIONS FOR FURTHER READING; APPENDIX 2A: TAYLOR SERIES EXPANSION OF BOND VALUE; APPENDIX 2B: SUM OF A GEOMETRIC PROGRESSION; Chapter 3: Relation between Return and Risk; UTILITY THEORY; PORTFOLIO THEORY CAPITAL ASSET PRICING MODELPORTFOLIO PERFORMANCE MEASUREMENT; SUMMARY; REFERENCES AND SUGGESTED READINGS; Part III: Forwards/Futures/Swap Valuation; Chapter 4: No-Arbitrage Price Relations: Forwards, Futures, Swaps; UNDERSTANDING CARRY COSTS/BENEFITS; VALUING FORWARDS; VALUING FUTURES; IMPLYING FORWARD NET CARRY RATES; VALUING SWAPS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 5: Risk Management Strategies: Futures; EXPECTED RETURN AND RISK; HEDGING PRICE RISK; HEDGING REVENUE RISK; HEDGING MARGIN RISK; HEDGING PORTFOLIO VALUE; HEDGING MULTIPLE SOURCES OF RISK; ESTIMATION ISSUES SUMMARYREFERENCES AND SUGGESTED READINGS; Part IV: Option Valuation; Chapter 6: No-Arbitrage Price Relations: Options; OPTIONS AND FORWARDS; CONTINUOUS RATES; DISCRETE FLOWS; NO-ARBITRAGE FUTURES OPTIONS RELATIONS; NO-ARBITRAGE INTER-MARKET RELATIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 7: Valuing Standard Options Analytically; INTUITION OF RISK-NEUTRAL VALUATION; LOG-NORMAL PRICE DISTRIBUTION; VALUING A EUROPEAN-STYLE CALL OPTION; VALUING A EUROPEAN-STYLE PUT OPTION; MEASURING RISK OF EUROPEAN-STYLE OPTIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS APPENDIX 7A: APPLICATIONS OF ITO'S LEMMAAPPENDIX 7B: RELATION BETWEEN THE CONTINUOUSLY COMPOUNDED MEAN RETURN AND THE MEAN CONTINUOUSLY COMPOUNDED RETURN; APPENDIX 7C: APPROXIMATION OF THE UNIVARIATE NORMAL PROBABILITY; APPENDIX 7D: DERIVATION OF BLACK-SCHOLES/MERTON OPTION VALUATION FORMULA; APPENDIX 7E: DERIVATION OF THE " GREEKS"; Chapter 8: Valuing Nonstandard Options Analytically; ALL-OR-NOTHING OPTIONS; GAP OPTIONS; CONTINGENT PAY OPTIONS; FORWARD-START OPTIONS; RATCHET OPTIONS; CHOOSER OPTIONS; EXCHANGE OPTIONS; OPTIONS ON THE MAXIMUM AND THE MINIMUM; COMPOUND OPTIONS; LOOKBACK OPTIONS BARRIER OPTIONS |
| Record Nr. | UNINA-9910831085503321 |
|
Whaley Robert E (Robert Edward), <1953->
|
||
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives [[electronic resource] ] : markets, valuation, and risk management / / Robert E. Whaley
| Derivatives [[electronic resource] ] : markets, valuation, and risk management / / Robert E. Whaley |
| Autore | Whaley Robert E (Robert Edward), <1953-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (962 p.) |
| Disciplina |
332.644
332.6457 |
| Collana | The Wiley finance series |
| Soggetto topico |
Derivative securities - Marketing
Derivative securities - Valuation Financial risk management |
| ISBN |
1-119-20198-5
1-280-82197-3 9786610821976 0-470-08638-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Derivatives: Markets, Valuation, and Risk Management; Contents; Preface; DERIVATIVE MARKETS; FUNDAMENTALS OF VALUATION; FORWARD/FUTURES/SWAP VALUATION; OPTION VALUATION; STOCK DERIVATIVES; STOCK INDEX DERIVATIVES; CURRENCY DERIVATIVES; INTEREST RATE DERIVATIVES; COMMODITY DERIVATIVES; LESSONS LEARNED; OPTVAL; REFERENCES; Acknowledgments; About the Author; Part I: Derivative Markets; Chapter 1: Derivative Contracts and Markets; FORWARDS; OPTIONS; WHY DO DERIVATIVES MARKETS EXIST?; EVOLUTION OF DERIVATIVES MARKETS; ATTRIBUTES OF EXCHANGE-TRADED DERIVATIVE MARKETS
ATTRIBUTES OF OTC DERIVATIVE MARKETSSUMMARY; REFERENCES AND SUGGESTED READINGS; APPENDIX 1: SQUEEZING THE SOYBEAN MARKET40; Part II: Fundamentals of Valuation; Chapter 2: Assumptions and Interest Rate Mechanics; UNDERLYING ASSUMPTIONS; INTEREST RATE MECHANICS; DISCOUNT BONDS; COUPON-BEARING BONDS; TERM STRUCTURE OF INTEREST RATES; STOCK VALUATION; SUMMARY; REFERENCES AND SUGGESTIONS FOR FURTHER READING; APPENDIX 2A: TAYLOR SERIES EXPANSION OF BOND VALUE; APPENDIX 2B: SUM OF A GEOMETRIC PROGRESSION; Chapter 3: Relation between Return and Risk; UTILITY THEORY; PORTFOLIO THEORY CAPITAL ASSET PRICING MODELPORTFOLIO PERFORMANCE MEASUREMENT; SUMMARY; REFERENCES AND SUGGESTED READINGS; Part III: Forwards/Futures/Swap Valuation; Chapter 4: No-Arbitrage Price Relations: Forwards, Futures, Swaps; UNDERSTANDING CARRY COSTS/BENEFITS; VALUING FORWARDS; VALUING FUTURES; IMPLYING FORWARD NET CARRY RATES; VALUING SWAPS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 5: Risk Management Strategies: Futures; EXPECTED RETURN AND RISK; HEDGING PRICE RISK; HEDGING REVENUE RISK; HEDGING MARGIN RISK; HEDGING PORTFOLIO VALUE; HEDGING MULTIPLE SOURCES OF RISK; ESTIMATION ISSUES SUMMARYREFERENCES AND SUGGESTED READINGS; Part IV: Option Valuation; Chapter 6: No-Arbitrage Price Relations: Options; OPTIONS AND FORWARDS; CONTINUOUS RATES; DISCRETE FLOWS; NO-ARBITRAGE FUTURES OPTIONS RELATIONS; NO-ARBITRAGE INTER-MARKET RELATIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS; Chapter 7: Valuing Standard Options Analytically; INTUITION OF RISK-NEUTRAL VALUATION; LOG-NORMAL PRICE DISTRIBUTION; VALUING A EUROPEAN-STYLE CALL OPTION; VALUING A EUROPEAN-STYLE PUT OPTION; MEASURING RISK OF EUROPEAN-STYLE OPTIONS; SUMMARY; REFERENCES AND SUGGESTED READINGS APPENDIX 7A: APPLICATIONS OF ITO'S LEMMAAPPENDIX 7B: RELATION BETWEEN THE CONTINUOUSLY COMPOUNDED MEAN RETURN AND THE MEAN CONTINUOUSLY COMPOUNDED RETURN; APPENDIX 7C: APPROXIMATION OF THE UNIVARIATE NORMAL PROBABILITY; APPENDIX 7D: DERIVATION OF BLACK-SCHOLES/MERTON OPTION VALUATION FORMULA; APPENDIX 7E: DERIVATION OF THE " GREEKS"; Chapter 8: Valuing Nonstandard Options Analytically; ALL-OR-NOTHING OPTIONS; GAP OPTIONS; CONTINGENT PAY OPTIONS; FORWARD-START OPTIONS; RATCHET OPTIONS; CHOOSER OPTIONS; EXCHANGE OPTIONS; OPTIONS ON THE MAXIMUM AND THE MINIMUM; COMPOUND OPTIONS; LOOKBACK OPTIONS BARRIER OPTIONS |
| Record Nr. | UNINA-9910841319603321 |
|
Whaley Robert E (Robert Edward), <1953->
|
||
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah
| Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah |
| Autore | Bellalah Mondher |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2010 |
| Descrizione fisica | xlv, 949 p. : ill. (some col.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Derivative securities
Financial risk management Value |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-75763-6
9786612757631 981-283-863-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Financial markets and financial instruments : basic concepts and strategies -- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting -- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications -- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions -- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates -- pt. 6. Generalization of option pricing models and stochastic volatility -- pt. 7. Option pricing models and numerical analysis -- pt. 8. Exotic derivatives. |
| Record Nr. | UNINA-9910455583003321 |
|
Bellalah Mondher
|
||
| Hackensack, N.J., : World Scientific, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah
| Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah |
| Autore | Bellalah Mondher |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2010 |
| Descrizione fisica | xlv, 949 p. : ill. (some col.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Derivative securities
Financial risk management Value |
| ISBN |
1-282-75763-6
9786612757631 981-283-863-5 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Financial markets and financial instruments : basic concepts and strategies -- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting -- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications -- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions -- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates -- pt. 6. Generalization of option pricing models and stochastic volatility -- pt. 7. Option pricing models and numerical analysis -- pt. 8. Exotic derivatives. |
| Record Nr. | UNINA-9910780896003321 |
|
Bellalah Mondher
|
||
| Hackensack, N.J., : World Scientific, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah
| Derivatives, risk management & value [[electronic resource] /] / Mondher Bellalah |
| Autore | Bellalah Mondher |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, 2010 |
| Descrizione fisica | xlv, 949 p. : ill. (some col.) |
| Disciplina | 332.6457 |
| Soggetto topico |
Derivative securities
Financial risk management Value |
| ISBN |
1-282-75763-6
9786612757631 981-283-863-5 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Financial markets and financial instruments : basic concepts and strategies -- pt. 2. Pricing derivatives and their underlying assets in a discrete-time setting -- pt. 3. Option pricing in a continuous-time setting : basic models, extensions and applications -- pt. 4. Mathematical foundations of option pricing models in a continuous-time setting : basic concepts and extensions -- pt. 5. Extensions of option pricing theory to American options and interest rate instruments in a continuous-time setting : dividends, coupons and stochastic interest rates -- pt. 6. Generalization of option pricing models and stochastic volatility -- pt. 7. Option pricing models and numerical analysis -- pt. 8. Exotic derivatives. |
| Record Nr. | UNINA-9910810616703321 |
|
Bellalah Mondher
|
||
| Hackensack, N.J., : World Scientific, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald
| The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald |
| Autore | Flamini Valentina |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) |
SchumacherLiliana
McDonaldCalvin |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank profits - Africa, Sub-Saharan
Banks and banking - Africa, Sub-Saharan Banks and Banking Finance: General Investments: Stocks Macroeconomics Inflation Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Price Level Deflation Banking Finance Financial services law & regulation Investment & securities Bank soundness Credit risk Stocks Personal income Financial sector policy and analysis Financial regulation and supervision Financial institutions National accounts Prices Banks and banking Financial risk management Income |
| ISBN |
1-4623-3156-4
1-4527-4806-3 1-282-84237-4 1-4518-7162-7 9786612842375 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Review; III. Data and Methodology; IV. Empirical Results; V. Concluding Remarks and Some Implications for Policymakers; Figures; Figure 1. Time Series of Sub-Saharan African Countries' Return on Assets; Figure 2. Average Return on Assets by Income Group (2006); Figure 3. Sub-Saharan Africa Return on Assets by Country (2006); Figure 4. Distribution of Sub-Saharan Africa Return on Assets (2006); Figure 5. Time Series of Sub-Saharan Africa's Return on Assets by Income Group; Figure 6. Time Series of Sub-Saharan Africa's Net Interest Margins
Figure 7. Average Net Interest Margins by Income Group (2006)Tables; Table 1. Account Decomposition of Banks by Income Group; Table 2. Account Decomposition of Sub-Saharan African Banks; Table 3. Variable Definition and Notation; Table 4. Descriptive Statistics; Table 5. Estimation Results; Table 6. Sargan Test for Alternative Model with All Variables Strictly Exogenous; Control Variables Table 7. Granger-Causality Test Between Return on Asset and Capital Without; Control Variables Table 8. Granger-Causality Test Between Return on Asset and Capital with Table 9. Estimation Results Using Random EffectsReferences |
| Record Nr. | UNINA-9910788349203321 |
|
Flamini Valentina
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald
| The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald |
| Autore | Flamini Valentina |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (32 p.) |
| Disciplina | 332.3;332.32;332.3209684 |
| Altri autori (Persone) |
SchumacherLiliana
McDonaldCalvin |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank profits - Africa, Sub-Saharan
Banks and banking - Africa, Sub-Saharan Banks and Banking Finance: General Investments: Stocks Macroeconomics Inflation Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Price Level Deflation Banking Finance Financial services law & regulation Investment & securities Bank soundness Credit risk Stocks Personal income Financial sector policy and analysis Financial regulation and supervision Financial institutions National accounts Prices Banks and banking Financial risk management Income |
| ISBN |
1-4623-3156-4
1-4527-4806-3 1-282-84237-4 1-4518-7162-7 9786612842375 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Review; III. Data and Methodology; IV. Empirical Results; V. Concluding Remarks and Some Implications for Policymakers; Figures; Figure 1. Time Series of Sub-Saharan African Countries' Return on Assets; Figure 2. Average Return on Assets by Income Group (2006); Figure 3. Sub-Saharan Africa Return on Assets by Country (2006); Figure 4. Distribution of Sub-Saharan Africa Return on Assets (2006); Figure 5. Time Series of Sub-Saharan Africa's Return on Assets by Income Group; Figure 6. Time Series of Sub-Saharan Africa's Net Interest Margins
Figure 7. Average Net Interest Margins by Income Group (2006)Tables; Table 1. Account Decomposition of Banks by Income Group; Table 2. Account Decomposition of Sub-Saharan African Banks; Table 3. Variable Definition and Notation; Table 4. Descriptive Statistics; Table 5. Estimation Results; Table 6. Sargan Test for Alternative Model with All Variables Strictly Exogenous; Control Variables Table 7. Granger-Causality Test Between Return on Asset and Capital Without; Control Variables Table 8. Granger-Causality Test Between Return on Asset and Capital with Table 9. Estimation Results Using Random EffectsReferences |
| Record Nr. | UNINA-9910826451703321 |
|
Flamini Valentina
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Digital Economy and the Green Revolution [[electronic resource] ] : 16th International Conference on Business Excellence, ICBE 2022, Bucharest, Romania, March 24-26, 2022 / / edited by Mihail Busu
| Digital Economy and the Green Revolution [[electronic resource] ] : 16th International Conference on Business Excellence, ICBE 2022, Bucharest, Romania, March 24-26, 2022 / / edited by Mihail Busu |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (310 pages) |
| Disciplina | 658.408 |
| Collana | Springer Proceedings in Business and Economics |
| Soggetto topico |
Business information services
Telemarketing Internet marketing Technological innovations Financial risk management Sustainability IT in Business Digital Marketing Innovation and Technology Management Risk Management |
| ISBN |
9783031198861
9783031198854 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- Quantitative Analysis of the Romanian Private Security Market. A Machine Learning Approach -- 1 Introduction -- 2 Literature Review -- 2.1 Clustering -- 2.2 Classification -- 2.3 Imbalanced Data -- 3 Methodology -- 3.1 Data -- 3.2 Preprocessing -- 3.3 Clustering -- 3.4 Classification -- 4 Results and Discussion -- 5 Conclusion -- References -- China's Drive for Technological Leadership in Artificial Intelligence. Key Policies and Government-Industry Integration -- 1 Introduction -- 2 Literature Review -- 2.1 Theoretical Framework -- 2.2 Funding -- 2.3 Market Scale -- 3 Methodology -- 4 Results and Discussions -- 4.1 Policy Making -- 4.2 Industry-Government Integration -- 4.3 Market Scale -- 4.4 Talent -- 5 Conclusion -- References -- Qualitative Analysis: Expert Views on Healthcare Systems of Russia and Romania -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions -- 4.1 Main Problems of Russian and Romanian Healthcare Systems (O1) -- 4.2 Finances in Healthcare in Russia and Romania: Ways of Payments (O2) -- 4.3 Social Situation in Russian and Romanian Healthcare (O3) -- 4.4 Implementation of Marketing and Management Strategies (O4) -- 5 Conclusion -- References -- A Bibliometric and Visualization Analysis of Community and Entrepreneurship Research -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 3.1 Aim of the Research -- 3.2 Research Methodologies -- 3.3 Data Collection -- 3.4 Data Analysis -- 4 Results and Discussions -- 4.1 Analysis by Type of the Publications -- 4.2 Analysis by Subject Area of the Publications -- 4.3 Analysis by Publication Time -- 4.4 Analysis by Geography of the Publications -- 4.5 Keywords and Co-keywords Analysis -- 5 Conclusion -- References.
Green Finance-A Necessity in the Context of the Green Deal and Sustainable Development Goals. A Bibliometric Analysis -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions -- 5 Conclusion -- References -- A Deep Learning Approach to Digitalization and Economic Growth -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussion -- 5 Principal Component Analysis -- 6 Conclusions -- References -- The Quality of Internship Programs in Romania. The Employers' Perspective -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions -- 5 Conclusion -- References -- Seller's Liability in Online Sales of Goods -- 1 Introduction -- 2 General Conditions Necessary for Obtaining Consent -- 2.1 Judgment of the Person Giving His/Her Consent -- 2.2 Expression of Consent -- 2.3 Intent to Generate Legal Effects -- 2.4 Non-Alteration of Consent -- 3 Time of Transfer of the Contract Risk to the Buyer -- 4 The seller's Warranty Obligation -- 4.1 Warranty for Eviction -- 4.2 Warranty for Hidden Flaws -- 5 Conventional Change of Liability (Limitation/Removal or Encumbrance) -- 6 Conclusions -- Reference -- Innovation-Driven Performance in European SMEs: A Theoretical Approach -- 1 Introduction -- 2 Literature Review -- 2.1 From Innovation to Innovation Management -- 2.2 Innovation Management: Classification and Theoretical Models -- 2.3 Applicability of Innovation Management -- 2.4 Organizational and Geographical Features of Innovation Management -- 2.5 Business Model Innovation and firm's Performance -- 3 Methodology -- 4 Results and Discussions -- 5 Conclusion -- References -- Assessing the Relationship Between Corporate Social Responsibility and Financial Performance in the Oil and Energy Romanian Industry -- 1 Introduction -- 2 Literature Review -- 2.1 Corporate Social Responsibility. 2.2 Financial Performance -- 3 Methodology -- 3.1 Hypotheses -- 3.2 Sample -- 3.3 Description of Variables -- 3.4 The Regression Model -- 4 Findings Discussions -- 5 Conclusion -- References -- Evidence from Romanian Companies on the Effect of Corporate Social Responsibility on Employee Satisfaction -- 1 Introduction -- 1.1 The Study Problem and Its Questions -- 1.2 The Importance of the Study -- 1.3 Research Model -- 2 Literature Review -- 2.1 About Corporate Social Responsibility -- 2.2 The Dimensions of Corporate Social Responsibility -- 3 Methodology -- 3.1 Hypotheses -- 3.2 The Used Method and Tool -- 3.3 Test-Retest Reliability -- 4 Findings Discussions -- 4.1 Limitations and Recommendations -- References -- Impact of the Germanwings Flight 9525 Air Crash: Financial Analysis and Relationship with the Media -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussion -- 4.1 RQ 1. Is There a Relation Between the Germanwings Flight 9525 Air Crash and the Financial Value of the Companies Involved, Lufthansa and Airbus? -- 4.2 RQ 2. In the Germanwings Flight 9525 Air Crash, is There a Relation Between the Financial Value of the Companies Involved, Lufthansa and Airbus, and the Advancement of Research in the Media? -- 5 Conclusion -- References -- Reputation Management Through People. The Case of the Romanian Banks -- 1 Introduction -- 2 Literature Review -- 2.1 Reputation-Strategic Good of Organizations -- 2.2 Involvement of Human Resources Management in Reputation Building -- 2.3 Methodology -- 2.4 Results and Conclusions-Data Analysis -- 3 Conclusion -- References -- Analysis of the European Union's Energy Dependence on the Russian Federation. The European Resilience in Gas Supply in the Context of Russian-Ukrainian Tensions -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions. 5 Conclusion -- References -- The Composite Development Drawback Index for Romanian Counties -- 1 Introduction -- 2 Literature Review -- 2.1 Defining Drawback Counties at First and Second Degree -- 2.2 Defining Economic Drawback Profile for Counties -- 2.3 Defining Demographic Drawback Profile for Counties -- 2.4 Defining Ethnic and Cultural Differentiation Drawback Profile for Counties -- 2.5 Defining Development Through GDP/Capita at Territorial Level -- 3 Methodology -- 3.1 Exploratory Spatial Data Analysis (ESDA) -- 3.2 Building the Aggregate Drawback Index-CDDI -- 4 Results and Discussions -- 4.1 Cross-Border Counties -- 4.2 Economic Specialization Counties -- 4.3 First and Second-Degree Drawback Counties -- 4.4 The Spatial Overlay of the Counties Profile's Drawback and GDP -- 5 Conclusion -- Appendix -- References -- A Continental Rapprochement: Western Balkan's Alignment Toward EU's Common Foreign and Security Policy -- 1 Introduction: Underlining the Western Balkans -- 2 Literature Review: Comparative Analysis of Western Balkans and EU's Foreign Policies -- 2.1 Bosnia and Herzegovina -- 2.2 Montenegro -- 2.3 Albania -- 2.4 Kosovo -- 2.5 North Macedonia -- 2.6 Serbia -- 3 Conclusions -- References -- Conceptualization of Resilience. A Bibliometric Analysis -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions -- 4.1 The Main Characteristics of the Authors -- 4.2 The Main Features of the Relevant Publications -- 4.3 Geographic Mapping of Publications -- 4.4 Evolution of Research Topics -- 5 Conclusion -- References -- The Impact of Artificial Intelligence on Accounting -- 1 Introduction -- 2 Literature Review -- 3 Research Methodology -- 3.1 Data Collection -- 3.2 Data Analysis and Interpretation -- 3.3 Results and Discussions -- 4 Conclusions -- References. Achieving Sustainable Performance in Agri-food Supply Chains Through Digitalization -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions -- 5 Conclusion -- References -- Circular Bioeconomy: A Review on the Current State and Future Opportunities -- 1 Introduction -- 2 Literature Review -- 2.1 Circular Bioeconomy -- 3 Methodology -- 4 Results and Discussion -- 4.1 Policy Level -- 4.2 Technology Level -- 5 Conclusion -- References -- Impact of Remittances on Income Inequality: Empirical Evidence from Emerging Economies -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 3.1 Econometric Methodology -- 3.2 Econometric Methodology -- 4 Result and Discussion -- 4.1 Correlation Analysis -- 4.2 Panel Regression Analysis -- 5 Conclusion -- References -- Digital Transformation in Business During the COVID-19 Pandemic: Insights from a Vietnamese Enterprise Survey -- 1 Introduction -- 2 Literature Review -- 3 Methodology -- 4 Results and Discussions -- 4.1 The Digital Transformation Has Been Promoted in Business Activities -- 4.2 The Digital Transformation Shows the Effectiveness in Practical Activities -- 4.3 The Main Barrier to the Digital Transformation Process -- 4.4 The Digital Transformation Process Will Be Robustly Enhanced -- 5 Conclusion -- References. |
| Record Nr. | UNINA-9910647388703321 |
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dodd-Frank Act stress test : supervisory stress test methodology and results / / Board of Governors of the Federal Reserve System
| Dodd-Frank Act stress test : supervisory stress test methodology and results / / Board of Governors of the Federal Reserve System |
| Pubbl/distr/stampa | [Washington, D.C.] : , : Board of Governors of the Federal Reserve System, , 2013- |
| Descrizione fisica | 1 online resource (volumes) |
| Soggetto topico |
Banks and banking - Risk management - United States
Financial risk management - United States Bank failures - United States - Prevention Intervention (Federal government) - United States Financial services industry - United States Financial risk management Financial services industry Intervention (Federal government) |
| Soggetto genere / forma |
Government publications.
Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Dodd-Frank Act stress test |
| Record Nr. | UNINA-9910709984403321 |
| [Washington, D.C.] : , : Board of Governors of the Federal Reserve System, , 2013- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
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Financial risk management
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- Finance (184)
- Banks and Banking (182)
- Finance: General (151)
- Banks (144)