Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
The (mis)behavior of markets : a fractal view of risk, ruin, and reward / Benoit B. Mandelbrot and Richard L. Hudson
| The (mis)behavior of markets : a fractal view of risk, ruin, and reward / Benoit B. Mandelbrot and Richard L. Hudson |
| Autore | Mandelbrot, Benoit B. |
| Pubbl/distr/stampa | New York : Basic Books, c2004 |
| Descrizione fisica | xxiv, 328 p. : ill. ; 24 cm. |
| Disciplina | 332.01 |
| Altri autori (Persone) | Hudson, Richard L. |
| Soggetto topico |
Mercati finanziari - Analisi - Metodi matematici
Rischi finanziari - Gestione - Metodi matematici |
| ISBN | 0465043550 (alk. paper) |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Misbehavior of markets
Behavior of markets |
| Record Nr. | UNISALENTO-991001242819707536 |
Mandelbrot, Benoit B.
|
||
| New York : Basic Books, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
The (mis)behavior of markets : a fractal view of financial turbulence / Benoit B. Mandelbrot and Richard L. Hudson
| The (mis)behavior of markets : a fractal view of financial turbulence / Benoit B. Mandelbrot and Richard L. Hudson |
| Autore | Mandelbrot, Benoit B. |
| Pubbl/distr/stampa | New York : Basic Books, c2004 |
| Descrizione fisica | xxiv, 328 p. : ill. ; 24 cm |
| Disciplina | 332.01 |
| Altri autori (Persone) | Hudson, Richard L. |
| Soggetto topico |
Capital market
Investment analysis Stocks - Prices Securities Risk management |
| ISBN |
9780465043576
0465043577 |
| Classificazione |
AMS 91B
AMS 60H10 AMS 60H30 LC HG4523.M257 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
Misbehavior of markets
Behavior of markets |
| Record Nr. | UNISALENTO-991002071229707536 |
|
Mandelbrot, Benoit B.
|
||
| New York : Basic Books, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga
| Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga |
| Autore | Laeven Luc |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 41 p. : ill |
| Disciplina | 332.01 |
| Altri autori (Persone) | HuizingaHarry |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking
Accounting - Corrupt practices Asset valuation Asset-liability management Banking Banks and Banking Banks Depository Institutions Finance Financial Institutions and Services: Government Policy and Regulation Financial instruments Financial Risk Management Financial services law & regulation General Financial Markets: General (includes Measurement and Data) Industries: Financial Services International Financial Markets Investment & securities Investments: General Loan loss provisions Loans Micro Finance Institutions Mortgages Securities State supervision Asset and liability management Financial institutions Financial regulation and supervision Financial services |
| ISBN |
9786612844133
9781462332557 1462332552 9781451873542 1451873549 9781282844131 128284413X 9781452734927 1452734925 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Tobin's q Value and Market Discounts -- III. The Data -- IV. Market Discounts and Valuation Effects of Real Estate Related Assets -- A. Empirical Evidence on Market Discounts -- B. Banks' Stock Price Reaction to Amendments of Fair Value Accounting Rules -- V. Accounting Discretion on Impaired Assets and Asset Classification -- A. Accounting Discretion on Accounting for Bad Loans -- B. Classification of Mortgage-Backed Securities -- VI. Conclusions -- References -- Appendix -- Variable Definitions and Data Sources -- Tables -- 1. Summary Statistics for 2008, Quarterly Data -- 2. Tobin's q and Real Estate Related Assets in 2008 -- 3. Tobin's q and Real Estate Related Assets in 2001-2007 -- 4. Tobin's q Real Estate Related Assets and Asset Size -- 5. Tobin's q and Additional Balance Sheet and Off-balance Sheet Items -- 6. Event Study of New FASB Rules on Fair Value Accounting for Illiquid Assets (FAS 157), Announced on October 10, 2008 -- 7. Event Study of FASB Amendments to Fair Value Accounting of Hard-to-Value Assets, Announced on April 9, 2009 -- 8. Loan Loss Provisions and Net Loan Charge-offs in 2008 -- 9. Share of Mortgage-backed Securities that is Held-to-Maturity in 2008 -- 10. Share of Non-Guaranteed Mortgage-backed Securities that is Held-to-Maturity in 2001-2007 -- Figures -- 1. Tobin's q and Share of Zombie Banks -- 2. Real Estate Loans and Mortgage-backed Securities -- 3. Share of Mortgage-backed Securities that is Held-to-Maturity -- 4. Fair Value of Mortgage-backed Securities Relative to Amortized Cost -- 5. Tier 1 Capital Ratio and Share of Tier 1 Capital in Total Capital. |
| Record Nr. | UNINA-9911110301903321 |
|
Laeven Luc
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga
| Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga |
| Autore | Laeven Luc |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 41 p. : ill |
| Disciplina | 332.01 |
| Altri autori (Persone) | HuizingaHarry |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking
Accounting - Corrupt practices Asset valuation Asset-liability management Banking Banks and Banking Banks Depository Institutions Finance Financial Institutions and Services: Government Policy and Regulation Financial instruments Financial Risk Management Financial services law & regulation General Financial Markets: General (includes Measurement and Data) Industries: Financial Services International Financial Markets Investment & securities Investments: General Loan loss provisions Loans Micro Finance Institutions Mortgages Securities State supervision Asset and liability management Financial institutions Financial regulation and supervision Financial services |
| ISBN |
9786612844133
9781462332557 1462332552 9781451873542 1451873549 9781282844131 128284413X 9781452734927 1452734925 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Tobin's q Value and Market Discounts -- III. The Data -- IV. Market Discounts and Valuation Effects of Real Estate Related Assets -- A. Empirical Evidence on Market Discounts -- B. Banks' Stock Price Reaction to Amendments of Fair Value Accounting Rules -- V. Accounting Discretion on Impaired Assets and Asset Classification -- A. Accounting Discretion on Accounting for Bad Loans -- B. Classification of Mortgage-Backed Securities -- VI. Conclusions -- References -- Appendix -- Variable Definitions and Data Sources -- Tables -- 1. Summary Statistics for 2008, Quarterly Data -- 2. Tobin's q and Real Estate Related Assets in 2008 -- 3. Tobin's q and Real Estate Related Assets in 2001-2007 -- 4. Tobin's q Real Estate Related Assets and Asset Size -- 5. Tobin's q and Additional Balance Sheet and Off-balance Sheet Items -- 6. Event Study of New FASB Rules on Fair Value Accounting for Illiquid Assets (FAS 157), Announced on October 10, 2008 -- 7. Event Study of FASB Amendments to Fair Value Accounting of Hard-to-Value Assets, Announced on April 9, 2009 -- 8. Loan Loss Provisions and Net Loan Charge-offs in 2008 -- 9. Share of Mortgage-backed Securities that is Held-to-Maturity in 2008 -- 10. Share of Non-Guaranteed Mortgage-backed Securities that is Held-to-Maturity in 2001-2007 -- Figures -- 1. Tobin's q and Share of Zombie Banks -- 2. Real Estate Loans and Mortgage-backed Securities -- 3. Share of Mortgage-backed Securities that is Held-to-Maturity -- 4. Fair Value of Mortgage-backed Securities Relative to Amortized Cost -- 5. Tier 1 Capital Ratio and Share of Tier 1 Capital in Total Capital. |
| Record Nr. | UNINA-9911149005303321 |
| Laeven Luc | ||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to econophysics : correlations and complexity in finance / Rosario N. Mantenga, H. Eugene Stanley
| An introduction to econophysics : correlations and complexity in finance / Rosario N. Mantenga, H. Eugene Stanley |
| Autore | MANTEGNA, Roberto N. |
| Pubbl/distr/stampa | Cambridge : University Press, c2000 |
| Descrizione fisica | VIII, 148 p. : ill. ; 25 cm |
| Disciplina | 332.01 |
| Soggetto non controllato | Finanze |
| ISBN | 0-521-62008-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990000316520203316 |
|
MANTEGNA, Roberto N.
|
||
| Cambridge : University Press, c2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Analysis of financial time series : financial econometrics / Ruey S. Tsay
| Analysis of financial time series : financial econometrics / Ruey S. Tsay |
| Autore | TSAY, Ruey S. |
| Pubbl/distr/stampa | New York : Wiley, c2002 |
| Descrizione fisica | XII, 448 p. ; 24 cm |
| Disciplina | 332.01 |
| Collana | Wiley series in probability and statistics, financial engineering section |
| Soggetto topico | Gestione finanziaria - rischi |
| ISBN | 0-471-41544-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990002741430203316 |
|
TSAY, Ruey S.
|
||
| New York : Wiley, c2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Appunti di matematica finanziaria / Maria Caliri
| Appunti di matematica finanziaria / Maria Caliri |
| Autore | Caliri, Maria |
| Pubbl/distr/stampa | Torino : Giappichelli, c1998 |
| Descrizione fisica | 310 p. ; 24 cm |
| Disciplina | 332.01 |
| Soggetto non controllato |
Matematica finanziaria
Matematica finanziaria - teoria generale |
| ISBN | 88-348-3145-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990002887530403321 |
|
Caliri, Maria
|
||
| Torino : Giappichelli, c1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Appunti di matematica finanziaria / Maria Caliri
| Appunti di matematica finanziaria / Maria Caliri |
| Autore | Caliri, Maria |
| Pubbl/distr/stampa | Torino, : Giappichelli, c1998 |
| Descrizione fisica | 310 p. ; 24 cm |
| Disciplina | 332.01 |
| Soggetto non controllato |
Matematica finanziaria
Matematica finanziaria - Teoria generale |
| ISBN | 88-348-3145-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990002887520403321 |
|
Caliri, Maria
|
||
| Torino, : Giappichelli, c1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Appunti di matematica finanziaria / Luciano Daboni, Claudio De Ferra
| Appunti di matematica finanziaria / Luciano Daboni, Claudio De Ferra |
| Autore | Daboni, Luciano <1920- > |
| Pubbl/distr/stampa | Trieste : Università degli Studi di Trieste, 1971 |
| Descrizione fisica | 136 p. ; 25 cm |
| Disciplina | 332.01 |
| Soggetto non controllato |
Matematica finanziaria
Matematica finanziaria - teoria generale |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990002874410403321 |
|
Daboni, Luciano <1920- >
|
||
| Trieste : Università degli Studi di Trieste, 1971 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Appunti di matematica finanziaria / Luciano Daboni, Claudio De Ferra
| Appunti di matematica finanziaria / Luciano Daboni, Claudio De Ferra |
| Autore | Daboni, Luciano <1920- > |
| Pubbl/distr/stampa | Trieste, : Università degli Studi di Trieste, 1971 |
| Descrizione fisica | 136 p. ; 25 cm |
| Disciplina |
332.01
519 |
| Altri autori (Persone) | De Ferra, Claudio |
| Soggetto non controllato |
Matematica finanziaria
Matematica finanziaria - Teoria generale |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990002543360403321 |
|
Daboni, Luciano <1920- >
|
||
| Trieste, : Università degli Studi di Trieste, 1971 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
