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Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-22866-X
0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910451549703321 |
Dowd Kevin
|
||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| ISBN |
1-134-77563-6
0-429-22866-X 0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910783895203321 |
|
Dowd Kevin
|
||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| ISBN |
1-134-77563-6
0-429-22866-X 0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910799992303321 |
|
Dowd Kevin
|
||
| London ; ; New York : , : Routledge, , 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Laissez-faire banking / / Kevin Dowd
| Laissez-faire banking / / Kevin Dowd |
| Autore | Dowd Kevin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London ; ; New York, : Routledge, 1993 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 332.1 |
| Collana | Foundations of the market economy series |
| Soggetto topico |
Free banking - History
Monetary policy - History |
| ISBN |
1-134-77563-6
0-429-22866-X 0-415-08584-5 1-134-77564-4 1-280-33254-9 9786610332540 0-585-46131-7 0-203-02909-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Laissez-faire banking; Title Page; Copyright Page; Table of Contents; List of figures and tables; Acknowledgements; 1 Introduction; Part I Free banking theory; 2 Automatic stabilizing mechanisms under free banking; 3 Option clauses and the stability of a laissez-faire monetary system; 4 Monetary freedom and monetary stability; 5 Is banking a natural monopoly?; 6 Models of banking instability; Part II Historical experience; 7 Free banking in Australia; 8 US banking in the 'free banking' period; 9 Money and banking: the American experience; 10 Did central banks evolve naturally?
11 The evolution of central banking in England, 1821-9012 The evolution of central banking in England: a reply to my critics; Part III Monetary and banking reform; 13 Stopping inflation; 14 Does Europe need a Federal Reserve System?; 15 Evaluating the hard ecu; 16 The US banking crisis: the way out; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910806814503321 |
|
Dowd Kevin
|
||
| London ; ; New York, : Routledge, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measuring Market Risk [[electronic resource]]
| Measuring Market Risk [[electronic resource]] |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2007 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial futures - Mathematical models
Financial futures Mathematical models Portfolio management Portfolio management - Mathematical models Risk management Risk management - Mathematical models Investment & Speculation Finance Business & Economics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910143700303321 |
|
Dowd Kevin
|
||
| Chichester, : Wiley, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measuring Market Risk [[electronic resource]]
| Measuring Market Risk [[electronic resource]] |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2007 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Financial futures - Mathematical models
Financial futures Mathematical models Portfolio management Portfolio management - Mathematical models Risk management Risk management - Mathematical models Investment & Speculation Finance Business & Economics |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910829905203321 |
|
Dowd Kevin
|
||
| Chichester, : Wiley, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measuring market risk / / Kevin Dowd
| Measuring market risk / / Kevin Dowd |
| Autore | Dowd Kevin |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; New York, : John Wiley, 2005 |
| Descrizione fisica | 1 online resource (412 p.) |
| Disciplina | 332.632042 |
| Collana | Wiley finance series |
| Soggetto topico |
Financial futures
Risk management |
| ISBN |
1-118-67348-4
1-280-73872-3 9786610738724 0-470-01651-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Measuring Market Risk; Contents; Preface to the Second Edition; Acknowledgements; 1 The Rise of Value at Risk; 1.1 The Emergence of Financial Risk Management; 1.2 Market Risk Measurement; 1.3 Risk Measurement Before VaR; 1.3.1 Gap Analysis; 1.3.2 Duration Analysis; 1.3.3 Scenario Analysis; 1.3.4 Portfolio Theory; 1.3.5 Derivatives Risk Measures; 1.4 Value at Risk; 1.4.1 The Origin and Development of VaR; 1.4.2 Attractions of VaR; 1.4.3 Criticisms of VaR; Appendix: Types of Market Risk; 2 Measures of Financial Risk; 2.1 The Mean-Variance Framework for Measuring Financial Risk
2.2 Value at Risk2.2.1 Basics of VaR; 2.2.2 Determination of the VaR Parameters; 2.2.3 Limitations of VaR as a Risk Measure; 2.3 Coherent Risk Measures; 2.3.1 The Coherence Axioms and their implications; 2.3.2 The Expected Shortfall; 2.3.3 Spectral Risk Measures; 2.3.4 Scenarios as Coherent Risk Measures; 2.4 Conclusions; Appendix 1: Probability Functions; Appendix 2: Regulatory Uses of VaR; 3 Estimating Market Risk Measures: An Introduction and Overview; 3.1 Data; 3.1.1 Profit/Loss Data; 3.1.2 Loss/Profit Data; 3.1.3 Arithmetic Return Data; 3.1.4 Geometric Return Data 3.2 Estimating Historical Simulation VaR3.3 Estimating Parametric VaR; 3.3.1 Estimating VaR with Normally Distributed Profits/Losses; 3.3.2 Estimating VaR with Normally Distributed Arithmetic Returns; 3.3.3 Estimating Lognormal VaR; 3.4 Estimating Coherent Risk Measures; 3.4.1 Estimating Expected Shortfall; 3.4.2 Estimating Coherent Risk Measures; 3.5 Estimating the Standard Errors of risk Measure Estimators; 3.5.1 Standard Errors of Quantile Estimators; 3.5.2 Standard Errors in Estimators of Coherent Risk Measures; 3.6 The Core Issues: An Overview; Appendix 1: Preliminary Data Analysis Appendix 2: Numerical Integration Methods4 Non-Parametric Approaches; 4.1 Compiling Historical Simulation Data; 4.2 Estimation of Historical Simulation VaR and ES; 4.2.1 Basic Historical Simulation; 4.2.2 Bootstrapped Historical Simulation; 4.2.3 Historical Simulation using Non-Parametric Density Estimation; 4.2.4 Estimating Curves and Surfaces for VAR and ES; 4.3 Estimating Confidence Intervals for Historical Simulation VaR and ES; 4.3.1 An Order-Statistics Approach to the Estimation of Confidence Intervals for HS VaR and ES 4.3.2 A Bootstrap Approach to the Estimation of Confidence Intervals for HS VaR and ES4.4 Weighted Historical Simulation; 4.4.1 Age-Weighted Historical Simulation; 4.4.2 Volatility-Weighted Historical Simulation; 4.4.3 Correlation-Weighted Historical Simulation; 4.4.4 Filtered Historical Simulation; 4.5 Advantages and Disadvantages of Non-Parametric Methods; 4.5.1 Advantages; 4.5.2 Disadvantages; 4.6 Conclusions; Appendix 1: Estimating Risk Measures with Order Statistics; Appendix 2: The Bootstrap; Appendix 3: Non-Parametric Density Estimation Appendix 4: Principal Components Analysis and Factor Analysis |
| Record Nr. | UNINA-9910876783903321 |
|
Dowd Kevin
|
||
| Chichester, England ; ; New York, : John Wiley, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
New private monies : a bit-part player? / / Kevin Dowd
| New private monies : a bit-part player? / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London, [England] : , : The Institute of Economic Affairs, , 2014 |
| Descrizione fisica | 1 online resource (115 p.) |
| Disciplina | 330.4 |
| Collana | Hobart Papers |
| Soggetto topico |
Money - Economic aspects
Monetary policy - Mathematical models Electronic funds transfers - Social aspects |
| ISBN |
0-255-36699-X
0-255-36661-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; The author; Acknowledgements; Summary; figures; Introduction; The liberty dollar; Trading Liberty Dollars for greenbacks; Liberty Dollar notes; The Liberty Dollar in exchange and as a store of value; The Liberty Dollar and the law in the land of liberty; Digital currency; Digital gold currency; Cryptocurrency: bitcoin; The supply of Bitcoin; Figure 1Stock of Bitcoin; The demand for Bitcoin; History of the Bitcoin market; Figure 2Bitcoin market prices and quantities traded; Current state of the Bitcoin market; Threats to Bitcoin; The future of Bitcoin
In the long run, is Bitcoin dead?Broader implications of cryptocurrency; Free trade: the Silk Road; Financial freedom; Conclusions; Contemporary private money and the functions of money; Regulation of contemporary private monies; Cryptocurrencies and the transformation of society?; References |
| Record Nr. | UNINA-9910787257303321 |
|
Dowd Kevin
|
||
| London, [England] : , : The Institute of Economic Affairs, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
New private monies : a bit-part player? / / Kevin Dowd
| New private monies : a bit-part player? / / Kevin Dowd |
| Autore | Dowd Kevin |
| Pubbl/distr/stampa | London, [England] : , : The Institute of Economic Affairs, , 2014 |
| Descrizione fisica | 1 online resource (115 p.) |
| Disciplina | 330.4 |
| Collana | Hobart Papers |
| Soggetto topico |
Money - Economic aspects
Monetary policy - Mathematical models Electronic funds transfers - Social aspects |
| ISBN |
0-255-36699-X
0-255-36661-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Foreword; The author; Acknowledgements; Summary; figures; Introduction; The liberty dollar; Trading Liberty Dollars for greenbacks; Liberty Dollar notes; The Liberty Dollar in exchange and as a store of value; The Liberty Dollar and the law in the land of liberty; Digital currency; Digital gold currency; Cryptocurrency: bitcoin; The supply of Bitcoin; Figure 1Stock of Bitcoin; The demand for Bitcoin; History of the Bitcoin market; Figure 2Bitcoin market prices and quantities traded; Current state of the Bitcoin market; Threats to Bitcoin; The future of Bitcoin
In the long run, is Bitcoin dead?Broader implications of cryptocurrency; Free trade: the Silk Road; Financial freedom; Conclusions; Contemporary private money and the functions of money; Regulation of contemporary private monies; Cryptocurrencies and the transformation of society?; References |
| Record Nr. | UNINA-9910806908503321 |
|
Dowd Kevin
|
||
| London, [England] : , : The Institute of Economic Affairs, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||