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MARC Lista (tabellare)
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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 9786610738724
9781118673485
1118673484
9781280738722
1280738723
9780470016510
0470016515
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-9911019139803321
Dowd Kevin  
Chichester, England ; ; New York, : John Wiley, 2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui