An engine, not a camera [[electronic resource] ] : how financial models shape markets / / Donald MacKenzie |
Autore | MacKenzie Donald A |
Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, c2006 |
Descrizione fisica | 1 online resource (392 p.) |
Disciplina | 332/.01/5195 |
Collana | Inside technology |
Soggetto topico |
Capital market - Mathematical models
Derivative securities - Mathematical models Financial crises - Mathematical models Financial crises |
Soggetto genere / forma | Electronic books. |
ISBN |
1-282-09767-9
9786612097676 0-262-27880-4 1-4237-7448-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Acknowledgements; 1 Performing Theory?; 2 Transforming Finance; 3 Theory and Practice; 4 Tests, Anomalies, and Monsters; 5 Pricing Options; 6 Pits, Bodies, and Theorems; 7 The Fall; 8 Arbitrage; 9 Models and Markets; Appendix A An Example of Modigliani and Miller's "Arbitrage Proof" of the Irrelevance of Capital Structure to Total Market Value; Appendix B Lévy Distributions; Appendix C Sprenkle's and Kassouf's Equations for Warrant Prices; Appendix D The Black-Scholes Equation for a European Option on a Non- Dividend-Bearing Stock; Appendix E Pricing Options in a Binomial World
Appendix F Repo, Haircuts, and Reverse RepoAppendix G A Typical Swap-Spread Arbitrage Trade; Appendix H List of Interviewees; Glossary; Notes; Sources of Unpublished Documents; References; Series List; Index |
Record Nr. | UNINA-9910452254503321 |
MacKenzie Donald A | ||
Cambridge, Mass., : MIT Press, c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
An engine, not a camera : how financial models shape markets / / Donald MacKenzie |
Autore | MacKenzie Donald A |
Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, ©2006 |
Descrizione fisica | 1 online resource (392 p.) |
Disciplina | 332/.01/5195 |
Collana | Inside technology |
Soggetto topico |
Capital market - Mathematical models
Derivative securities - Mathematical models Financial crises - Mathematical models Financial crises |
Soggetto non controllato |
SCIENCE, TECHNOLOGY & SOCIETY/General
ECONOMICS/Finance ECONOMICS/General |
ISBN |
0-262-25004-7
1-282-09767-9 9786612097676 0-262-27880-4 1-4237-7448-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Acknowledgements; 1 Performing Theory?; 2 Transforming Finance; 3 Theory and Practice; 4 Tests, Anomalies, and Monsters; 5 Pricing Options; 6 Pits, Bodies, and Theorems; 7 The Fall; 8 Arbitrage; 9 Models and Markets; Appendix A An Example of Modigliani and Miller's "Arbitrage Proof" of the Irrelevance of Capital Structure to Total Market Value; Appendix B Lévy Distributions; Appendix C Sprenkle's and Kassouf's Equations for Warrant Prices; Appendix D The Black-Scholes Equation for a European Option on a Non- Dividend-Bearing Stock; Appendix E Pricing Options in a Binomial World
Appendix F Repo, Haircuts, and Reverse RepoAppendix G A Typical Swap-Spread Arbitrage Trade; Appendix H List of Interviewees; Glossary; Notes; Sources of Unpublished Documents; References; Series List; Index |
Record Nr. | UNINA-9910777513803321 |
MacKenzie Donald A | ||
Cambridge, Mass., : MIT Press, ©2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
An engine, not a camera : how financial models shape markets / / Donald MacKenzie |
Autore | MacKenzie Donald A |
Pubbl/distr/stampa | Cambridge, Mass., : MIT Press, ©2006 |
Descrizione fisica | 1 online resource (392 p.) |
Disciplina | 332/.01/5195 |
Collana | Inside technology |
Soggetto topico |
Capital market - Mathematical models
Derivative securities - Mathematical models Financial crises - Mathematical models Financial crises |
Soggetto non controllato |
SCIENCE, TECHNOLOGY & SOCIETY/General
ECONOMICS/Finance ECONOMICS/General |
ISBN |
0-262-25004-7
1-282-09767-9 9786612097676 0-262-27880-4 1-4237-7448-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Acknowledgements; 1 Performing Theory?; 2 Transforming Finance; 3 Theory and Practice; 4 Tests, Anomalies, and Monsters; 5 Pricing Options; 6 Pits, Bodies, and Theorems; 7 The Fall; 8 Arbitrage; 9 Models and Markets; Appendix A An Example of Modigliani and Miller's "Arbitrage Proof" of the Irrelevance of Capital Structure to Total Market Value; Appendix B Lévy Distributions; Appendix C Sprenkle's and Kassouf's Equations for Warrant Prices; Appendix D The Black-Scholes Equation for a European Option on a Non- Dividend-Bearing Stock; Appendix E Pricing Options in a Binomial World
Appendix F Repo, Haircuts, and Reverse RepoAppendix G A Typical Swap-Spread Arbitrage Trade; Appendix H List of Interviewees; Glossary; Notes; Sources of Unpublished Documents; References; Series List; Index |
Record Nr. | UNINA-9910824850303321 |
MacKenzie Donald A | ||
Cambridge, Mass., : MIT Press, ©2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Material markets [[electronic resource] ] : how economic agents are constructed / / Donald MacKenzie |
Autore | MacKenzie Donald A |
Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2009 |
Descrizione fisica | 1 online resource (239 p.) |
Disciplina |
306.2
306.3/42 |
Collana | Clarendon lectures in management studies |
Soggetto topico |
Economics - Sociological aspects
Markets - Social aspects Money market |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-92539-X
9786611925390 0-19-155727-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; Acknowledgements; List of Figures; 1. Introduction; 2. Ten Precepts for the Social Studies of Finance; 3. Assembling an Economic Actor; 4. Derivatives: The Production of Virtuality; 5. The Material Sociology of Arbitrage; 6. Measuring Profit; 7. Constructing Emissions Markets; 8. Conclusion: Opening the Black Boxes of Finance; Glossary; Notes; References; Index |
Record Nr. | UNINA-9910454294903321 |
MacKenzie Donald A | ||
Oxford ; ; New York, : Oxford University Press, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Material markets [[electronic resource] ] : how economic agents are constructed / / Donald MacKenzie |
Autore | MacKenzie Donald A |
Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2009 |
Descrizione fisica | 1 online resource (239 p.) |
Disciplina |
306.2
306.3/42 |
Collana | Clarendon lectures in management studies |
Soggetto topico |
Economics - Sociological aspects
Markets - Social aspects Money market |
ISBN |
1-383-04231-4
0-19-160851-3 1-281-92539-X 9786611925390 0-19-155727-7 |
Classificazione | 83.05 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; Acknowledgements; List of Figures; 1. Introduction; 2. Ten Precepts for the Social Studies of Finance; 3. Assembling an Economic Actor; 4. Derivatives: The Production of Virtuality; 5. The Material Sociology of Arbitrage; 6. Measuring Profit; 7. Constructing Emissions Markets; 8. Conclusion: Opening the Black Boxes of Finance; Glossary; Notes; References; Index |
Record Nr. | UNINA-9910782735503321 |
MacKenzie Donald A | ||
Oxford ; ; New York, : Oxford University Press, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Material markets [[electronic resource] ] : how economic agents are constructed / / Donald MacKenzie |
Autore | MacKenzie Donald A |
Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2009 |
Descrizione fisica | 1 online resource (239 p.) |
Disciplina |
306.2
306.3/42 |
Collana | Clarendon lectures in management studies |
Soggetto topico |
Economics - Sociological aspects
Markets - Social aspects Money market |
ISBN |
1-383-04231-4
0-19-160851-3 1-281-92539-X 9786611925390 0-19-155727-7 |
Classificazione | 83.05 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; Acknowledgements; List of Figures; 1. Introduction; 2. Ten Precepts for the Social Studies of Finance; 3. Assembling an Economic Actor; 4. Derivatives: The Production of Virtuality; 5. The Material Sociology of Arbitrage; 6. Measuring Profit; 7. Constructing Emissions Markets; 8. Conclusion: Opening the Black Boxes of Finance; Glossary; Notes; References; Index |
Record Nr. | UNINA-9910810995503321 |
MacKenzie Donald A | ||
Oxford ; ; New York, : Oxford University Press, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|