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Appunti critici sull'opera L'analisi della proprietà capitalistica del prof. A. Loria, Torino 1889... / Augusto Graziani
| Appunti critici sull'opera L'analisi della proprietà capitalistica del prof. A. Loria, Torino 1889... / Augusto Graziani |
| Autore | Graziani, Augusto |
| Pubbl/distr/stampa | Bologna : Tip. Fava e Garagnani, 1890 |
| Descrizione fisica | 15 p. ; 24 cm |
| Disciplina | 332.0415 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Collezione |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990007049380403321 |
Graziani, Augusto
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| Bologna : Tip. Fava e Garagnani, 1890 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Automation of Trading Machine for Traders : How to Develop Trading Models / / by Jacinta Chan
| Automation of Trading Machine for Traders : How to Develop Trading Models / / by Jacinta Chan |
| Autore | Chan Jacinta |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Singapore : , : Springer Nature Singapore : , : Imprint : Palgrave Pivot, , 2019 |
| Descrizione fisica | 1 online resource (xx, 130 pages) : illustrations |
| Disciplina | 332.0415 |
| Soggetto topico |
Capital market
Financial services industry Capital Markets Financial Services |
| ISBN |
9789811399459
981139945X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction to Model Trading -- Chapter -- 2. Technical Indicators: Market Technicians Trading Tools -- 3. Market Data Analysis -- 4. Development of Technical Algorithm Trading Systems -- 5. Development of Artificial Intelligent Algorithm Trading Systems -- 6. Test Results of the Profitability of New Trading Model -- 7. Evaluation and Stops. 8. Conclusion: End of Course and Beginning of Trading. |
| Record Nr. | UNINA-9910357820403321 |
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Chan Jacinta
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| Singapore : , : Springer Nature Singapore : , : Imprint : Palgrave Pivot, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Banca de inversión en la postmodernidad / / José Luis Acero Colmenares
| Banca de inversión en la postmodernidad / / José Luis Acero Colmenares |
| Autore | Acero Colmenares José Luis |
| Pubbl/distr/stampa | Bogotá : , : Ecoe Ediciones : , : ABC Docfins, , 2018 |
| Descrizione fisica | 1 online resource (88 páginas) |
| Disciplina | 332.0415 |
| Soggetto topico |
Capital market
Investment banking Global Financial Crisis, 2008-2009 Mercado financiero Banco Inversión |
| Soggetto genere / forma | Libros electronicos. |
| ISBN | 958-771-567-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910671815803321 |
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Acero Colmenares José Luis
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| Bogotá : , : Ecoe Ediciones : , : ABC Docfins, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Business Valuation and Company Value : New Qualitative Approaches Considering Business and Financial Risks / / by Peter Brusov, Tatiana Filatova
| Business Valuation and Company Value : New Qualitative Approaches Considering Business and Financial Risks / / by Peter Brusov, Tatiana Filatova |
| Autore | Brusov Peter |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (805 pages) |
| Disciplina | 332.0415 |
| Altri autori (Persone) | FilatovaTatiana |
| Collana | Contributions to Finance and Accounting |
| Soggetto topico |
Capital market
Business enterprises - Finance Financial risk management Social sciences - Mathematics Financial services industry Capital Markets Corporate Finance Risk Management Mathematics in Business, Economics and Finance Financial Services |
| ISBN | 3-031-90847-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- The capital asset pricing model (CAPM) & CAPM 2.0 -- The Arbitrage Pricing Theory (APT) -- Capital Structure -- Modigliani–Miller Theory -- The Modigliani–Miller theory with arbitrary frequency of payment of tax on profit -- Modification of the Modigliani–Miller theory for the case of advance tax on profit payments -- How Frequently Should Companies Pay Tax on Profit -- Generalization of the Modigliani–Miller Theory for the Case of Variable Profit -- BFO -- Inflation in Brusov–Filatova–Orekhova theory and in its perpetuity limit – Modigliani – Miller theory -- Benefits of Advance Payments of Tax on Profit: Consideration within Brusov–Filatova–Orekhova (BFO) Theory -- The Generalization of the Brusov–Filatova–Orekhova Theory for the Case of Payments of Tax on Profit with Arbitrary Frequency -- Influence of Method and Frequency of Profit Tax Payments on Company Financial Indicators -- Generalization of the Brusov–Filatova–Orekhova Theory for the Case of Variable Income -- BFO Theory with Variable Profit in Case of Advance Payments of Tax on Profit -- BFO Theory with Variable Profit: Two Types of Payments of Tax on Profit: Advanced Payments and at the Ends of Periods -- New meaningful effects in modern capital structure theory -- Cost of equity and dividend policy -- A "golden age" of the companies -- A "golden age" of the companies: Conditions of its existence -- Application of the Company's “Golden Age” Effect in the Economic Practice -- Incorporating CAPM into Capital Structure Theories: Accounting for Business and Financial Risks -- A new approach to assessing a company’s financial indicators: taking into account business and financial risks -- Qualitatively New Approach to Business Valuation and Company Value -- Business Valuation and Company Value: New Horizons -- Conclusions. |
| Record Nr. | UNINA-9911010526303321 |
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Brusov Peter
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis / / by Niels Rom
| Callable Mortgage Bonds : Numerical Methods and Valuation Models for Pricing and Risk Analysis / / by Niels Rom |
| Autore | Rom Niels |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (XX, 206 p. 43 illus.) |
| Disciplina | 332.0415 |
| Collana | Finance for Professionals |
| Soggetto topico |
Capital market
Financial risk management Social sciences - Mathematics Statistics Financial engineering Capital Markets Risk Management Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Financial Engineering |
| ISBN | 9783031878893 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter 1. Introduction -- Chapter 2. Fixed Income -- Chapter 3. Mathematical Finance -- Chapter 4. Prepayment Model Estimation -- Chapter 5. Stochastic Interest Rate Model -- Chapter 6. Simulation -- Chapter 7. Finite Difference -- Chapter 8. Semi-Analytic MBS Pricing -- Chapter 9. adjustable-rate Mortgages -- Chapter 10. Valuation of a Mortgage Credit Institute’s Loan Book -- Chapter 11. Cash Settled Swaptions. |
| Record Nr. | UNINA-9911002558603321 |
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Rom Niels
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk / / Patrice Poncet, Roland Portait ; with contributions by Igor Toder
| Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk / / Patrice Poncet, Roland Portait ; with contributions by Igor Toder |
| Autore | Poncet Patrice |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (1385 pages) |
| Disciplina | 332.0415 |
| Collana | Springer texts in business and economics |
| Soggetto topico | Capital market |
| ISBN | 3-030-84600-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Main Abbreviations and Notations -- Acknowledgments -- Contents -- 1: Introduction: Economics and Organization of Financial Markets -- 1.1 The Role of Financial Markets -- 1.1.1 The Allocation of Cash Resources Over Time -- 1.1.2 Risk Allocation -- 1.1.3 The Market as a Supplier of Information -- 1.2 Securities as Sequences of Cash Flows -- 1.2.1 Definition of a Security (or Financial Asset) -- 1.2.2 Characterizing the Cash Flow Sequence -- 1.3 Equilibrium, Absence of Arbitrage Opportunity, Market Efficiency and Liquidity -- 1.3.1 Equilibrium and Price Setting -- 1.3.2 Absence of Arbitrage Opportunity (AAO) and the Notion of Redundant Assets -- 1.3.3 Efficiency -- 1.3.3.1 The Notion of Efficiency -- 1.3.3.2 Theoretical and Empirical Considerations -- 1.3.4 Liquidity -- 1.3.5 Perfect Markets -- 1.4 Organization, a Typology of Markets, and Listing -- 1.4.1 The Banking System and Financial Markets -- 1.4.2 A Simple Typology of Financial Markets -- 1.4.2.1 Primitive Spot Assets: Allocation of Cash -- 1.4.2.2 Derivative Product Markets: Risk Allocation -- 1.4.3 Market Organization -- 1.4.3.1 Over-the-Counter/Exchange Traded Markets -- 1.4.3.2 Intermediation -- 1.4.3.3 Centralized and Decentralized Markets -- 1.4.3.4 Quotation on an Exchange -- Order Book, Fixing and Clearinghouse -- Example of Order Book and Fixing -- 1.4.3.5 Primary Markets, Secondary Markets and Over-the-Counter (OTC) -- 1.5 Summary -- Appendix: The World´s Principal Financial Markets -- Stock markets, market indexes and interest rate instruments -- Organized Derivative Markets (Futures and Options, Unless Otherwise Indicated) -- Suggestion for Further Reading -- Books -- Articles -- Part I: Basic Financial Instruments -- 2: Basic Finance: Interest Rates, Discounting, Investments, Loans -- 2.1 Cash Flow Sequences -- Example 1.
2.2 Transactions Involving Two Cash Flows -- 2.2.1 Transactions of Lending and Borrowing Giving Rise to Two Cash Flows over One Period -- 2.2.2 Transactions with Two Cash Flows over Several Periods -- Example 2 -- Example 3 -- 2.2.3 Comparison of Simple and Compound Interest -- Example 4 -- Example 5 -- 2.2.4 Two ``Complications´´ in Practice -- Example 6 -- Example 7 -- Example 8 (Bank Discount) -- Example 9 -- 2.2.5 Continuous Rates -- 2.2.6 General Equivalence Formulas for Rates Differing in Convention and the Length of the Reference Period -- Example 10 -- Example 11 -- 2.3 Transactions Involving an Arbitrary Number of Cash Flows: Discounting and the Analysis of Investments -- 2.3.1 Discounting -- Example 12 -- Example 13 -- 2.3.2 Yield to Maturity (YTM), Discount Rate and Internal Rate of Return (IRR) -- 2.3.3 Application to Investment Selection: The Criteria of the NPV and the IRR -- 2.3.4 Interaction Between Investing and Financing, and Financial Leverage -- Example 14 -- 2.3.5 Some Guidelines for the Choice of an Appropriate Discount Rate -- Example 15 -- 2.3.6 Inflation, Real and Nominal Cash Flows and Rates -- 2.4 Analysis of Long-Term Loans -- 2.4.1 General Considerations and Definitions: YTM and Interest Rates -- Example 16 -- Example 17 -- 2.4.2 Amortization Schedule for a Loan -- Example 18 -- Example 19 -- 2.5 Summary -- Appendix 1: Geometric Series and Discounting -- Example 20 -- Example 21 -- Appendix 2: Using Financial Tables and Spreadsheets for Discount Computations -- 1. Financial Tables -- Example 22 -- Suggested Reading -- 3: The Money Market and Its Interbank Segment -- 3.1 Interest Rate Practices and the Valuation of Securities -- 3.1.1 Interest Rate Practices on the Euro-Zone´s Money Market -- Example 1 (Interests in arrears) -- Example 2 (Interests in advance) -- Example 3 -- Example 4. 3.1.2 Alternative Practices and Conventions -- 3.2 Money Market Instruments and Operations -- 3.2.1 The Short-Term Securities of the Money Markets -- 3.2.2 Repos, Carry Trades, and Temporary Transfers of Claims -- Example 5 -- 3.2.3 Other Trades -- 3.3 Participants and Orders of Magnitude of Trades -- 3.3.1 The Participants -- 3.3.2 Orders of Magnitude -- 3.4 Role of the Interbank Market and Central Bank Intervention -- 3.4.1 Central Bank Money and the Interbank Market -- 3.4.1.1 Central Bank Money, Bank Reserves, and Interbank Settlement Payments -- 3.4.1.2 A Simple Analysis of the Macroeconomic Effects of Monetary Policy -- 3.4.1.3 The Role of the Interbank Market -- 3.4.2 Central Bank Interventions and Their Influence on Interest Rates -- 3.4.2.1 Open Market Refinancing -- Example 6 (A stylized example of weekly refinancing operation with a variable rate) -- 3.4.2.2 Permanent Access to Central Bank Money (Standing Facilities) -- 3.5 The Main Monetary Indices -- 3.5.1 Indices Reflecting the Value of a Money-Market Rate on a Given Date -- 3.5.2 Indices Reflecting the Average Value of a Money-Market Rate During a Given Period -- 3.6 Summary -- Suggestions for Further Reading -- 4: The Bond Markets -- 4.1 Fixed-Rate Bonds -- 4.1.1 Financial Characteristics and Yield to Maturity at the Date of Issue -- Example 1 -- Example 2 (to be contrasted with Example 1) -- 4.1.2 The Market Bond Value at an Arbitrary Date -- the Influence of Market Rates and of the Issuer´s Rating -- 4.1.2.1 Market Value and Interest Rate -- Example 3 -- Example 4 -- 4.1.2.2 Market Value, Credit Risk, and Rating -- Example 5 -- 4.1.3 The Quotation of Bonds -- 4.1.3.1 Definitions and Conventions -- Example 6 -- 4.1.3.2 Some Important Properties of Bond Quotes -- Example 7 -- 4.1.4 Bond Yield References and Bond Indices. 4.2 Floating-Rate Bonds, Indexed Bonds, and Bonds with Covenants -- 4.2.1 Floating-Rate Bonds and Notes -- 4.2.2 Indexed Bonds -- 4.2.3 Bonds with Covenants (Optional Clauses) -- 4.2.3.1 Bonds Convertible to Shares -- 4.2.3.2 Bonds with a Detachable Warrant -- 4.3 Issuing and Trading Bonds -- 4.3.1 Primary and Secondary Markets -- 4.3.2 Treasury Bonds and Treasury Notes Issues: Reopening and STRIPS -- 4.3.2.1 Fungible Treasury Bonds and Reopening -- Example 8 -- 4.3.2.2 Stripping T-Bonds and Creating Zero-Coupon Bonds -- 4.4 International and Institutional Aspects -- the Order of Magnitude of the Volume of Transactions -- 4.4.1 Brief Presentation of the International Bond Markets -- 4.4.1.1 General Considerations -- 4.4.1.2 The Euro-Bond Market -- 4.4.2 The Main National Markets -- 4.4.2.1 The American Market -- 4.4.2.2 European Bond Markets -- 4.4.2.3 The Japanese Market -- 4.4.2.4 Other Markets -- 4.5 Summary -- Suggested Readings -- 5: Introduction to the Analysis of Interest Rate and Credit Risks -- 5.1 Interest Rate Risk -- 5.1.1 Introductory Examples: The Influence of the Maturity of a Security on Its Sensitivity to Interest Rates -- Example 1 -- Example 2 -- 5.1.2 Variation, Sensitivity and Duration of a Fixed-Income Security -- 5.1.2.1 Definitions -- Example 3 -- 5.1.2.2 Two Interesting Special Cases: Zero-Coupon Bonds and Perpetual Annuities -- Example 4 -- 5.1.2.3 Practical Computation of the Sensitivity and the Duration -- Example 5 -- 5.1.3 Alternative Expressions for the Variation, Sensitivity and Duration -- 5.1.3.1 Expressions for S and D as a Function of Proportional Rates -- 5.1.3.2 Expressions for S and D as Functions of Continuous Rates -- 5.1.3.3 A Simple Expression for the Sensitivity as a Function of Zero-Coupon Rates -- 5.1.4 Some Properties of Sensitivity and Duration. 5.1.4.1 The Influence of Rates on Sensitivity and Duration -- 5.1.4.2 The Influence of the Passage of Time on S and D -- 5.1.5 The Sensitivity of a Portfolio of Assets and Liabilities or of a Balance Sheet: Sensitivity and Gaps -- 5.1.5.1 Interest Rate Risk of a Portfolio of Assets and Liabilities Evaluated at Market Value -- 5.1.5.2 Interest Rate Risk of a Balance Sheet Made Up of Assets and Liabilities Valued in Terms of the Principal Remaining Due -- Example 6 -- Example 7 -- 5.1.6 A More Accurate Estimate of Interest Rate Risk: Convexity -- Example 8 -- Example 9 -- 5.2 Introduction to Credit Risk -- 5.2.1 Analysis of the Determinants of the Credit Spread -- Example 10 -- 5.2.2 Simplified Modeling of the Credit Spread -- the Credit Triangle -- Example 11 -- Example 12 -- 5.3 Summary -- Appendix 1 -- Default Probability, Recovery Rate and Credit Spread -- Suggested Reading -- 6: The Term Structure of Interest Rates -- 6.1 Spot Rates and Forward Rates -- 6.1.1 The Yield Curve -- 6.1.1.1 The Interest Rate as a Function of Its Maturity -- 6.1.1.2 Different Yield Curves for Different Markets and Definitions of Market Rates -- 6.1.2 Yields to Maturity and Zero-Coupon Rates -- 6.1.2.1 Bullet Bonds and YTM Curves -- 6.1.2.2 Zero-coupon Bonds and Rate Curves -- Discount Factors -- 6.1.2.3 Estimating the Zero-coupon Rate Curve from a YTM Curve -- Example 1 -- 6.1.3 Forward Interest Rates Implicit in the Spot Rate Curve -- 6.1.3.1 Equations Involving the YTM -- 6.1.3.2 Alternative Relationships -- 6.1.3.3 Numerical Examples -- Example 2 -- Example 3 -- Example 4 -- 6.2 Factors Determining the Shape of the Curve -- 6.2.1 The Curve Shape -- 6.2.2 Expectations Hypothesis with Term Premiums -- 6.2.2.1 The Basic Hypothesis -- 6.2.2.2 Arguments for the Hypothesis. 6.2.2.3 The Long-term Rate as the Geometric Mean of Anticipated Short-term Rates Augmented by Premiums. |
| Record Nr. | UNINA-9910624318303321 |
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Poncet Patrice
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Capital markets and investment decision making / / Raj S. Dhankar
| Capital markets and investment decision making / / Raj S. Dhankar |
| Autore | Dhankar Raj S |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | New Delhi : , : Springer India : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (357 pages) |
| Disciplina | 332.0415 |
| Soggetto topico |
Capital market
Investment banking Securities Risk management Macroeconomics Capital Markets Investments and Securities Risk Management Macroeconomics/Monetary Economics//Financial Economics |
| ISBN | 81-322-3748-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Redesigning of the Clearance and Settlement Process in the Indian Capital markets -- Redesigning of Clearance and Settlement Process and its Impact on its Performance in the Indian Equity market -- Enabling Clearance and Settlement Process Redesign: A Study of the Indian Equity Market -- Forecasting Exchange Rate: A Time Series Analysis -- Antecedents of Clearance and Settlement Process Redesign: A Case of Indian Capital Markets -- Clearance and Settlement Process: The Path Travelled and the Way Forward -- Are there Calendar Anomalies in the Bourses of South Asia? -- Merger and Acquisitions in India – A Changing Scenario and its New Evaluation Paradigm -- Cost of Capital, Optimal Capital Structure and Value of Firm: An Empirical Study of Indian Companies -- An Appraisal of Capital Budgeting Decision Mechanism in Indian Corporates -- Foreign Direct Investment in the Changing Global Scenario and its Implications for Developing Countries -- The Cost of Capital, Capital Structure, Dividend Policy and Value of Firm: Three Decades Later -- Relevance of Capital Asset Pricing Model in Indian Stock Market -- Non-Linearties and Garch Effects in the Emerging Stock Markets of South Asia -- Dependencies in Stock Markets of South Asia: India, Sri Lanka and Pakistan -- Application of CAPM in the Indian Stock Market: A Comprehensive Reassessment -- Arbitrage Pricing Theory and the Capital Asset Pricing Model- Evidence from the Indian Stock Market -- Testing of Stock Price Behaviour in Indian Markets: An Application of Variance Ratio Test and ARIMA Modeling -- The Capital Asset Pricing Model: An Empirical Testing in Indian Context -- Empirical Testing of Indian Stock Market: A Study of Non-Specified Shares -- Empirical Tests of the Efficiency of Indian Stock Market -- Indian Stock Market Efficiency, Risk-Return Preference and Investment Strategy: An Analysis from Investors Perspective -- Distribution of Risk and Return: A Test of Normality in Indian Stock Market -- Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility -- Asymmetric Volatility and Cross Correlations in Stock Returns under Risk and Uncertainty -- Assessment of Risk and Return: An Indian Experience -- Portfolio Performance in Relation to Risk and Return, and Effect of Diversification: A Test of Market Efficiency -- Portfolio Performance in Relation to Price Earning Ratio: A test of Efficiency under Different Economic Conditions -- Risk-Return Relationship and Effect of Diversification on Non-Market Risk: Application of Market Index Model in Indian Stock Market -- Mean-Variance Approach in Portfolio Selection: A Test of Optimization Under Different Economic Conditions. |
| Record Nr. | UNINA-9910337678603321 |
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Dhankar Raj S
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| New Delhi : , : Springer India : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Capital Markets in Southeast Europe : Origins and Efficiency in a Cross-Country Analysis of Transition Economies / / by Ante Dodig
| Capital Markets in Southeast Europe : Origins and Efficiency in a Cross-Country Analysis of Transition Economies / / by Ante Dodig |
| Autore | Dodig Ante |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2022 |
| Descrizione fisica | 1 online resource (269 pages) |
| Disciplina |
332.0415
332.041509496 |
| Soggetto topico |
Capital market
Development economics Economic development Capital Markets Development Economics Economic Growth |
| ISBN |
9783031072109
3031072103 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Chapter One: Introduction -- Chapter Two: Global and Southeast European Environment -- Chapter Three: Profiling Individual Capital Markets In The Selected Southeast European Countries -- Chapter Four: Research Statistical Approach Framework And Empirical Testing Results -- Chapter Five: Summary Closing Considerations And Recommendations. |
| Record Nr. | UNINA-9910616384403321 |
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Dodig Ante
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Capital theory and the rate of return / by Robert M. Solow
| Capital theory and the rate of return / by Robert M. Solow |
| Autore | SOLOW, Robert M. |
| Pubbl/distr/stampa | Amsterdam : North-Holland, 1971 |
| Descrizione fisica | 98 p. ; 20 cm |
| Disciplina | 332.0415 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990002369880203316 |
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SOLOW, Robert M.
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| Amsterdam : North-Holland, 1971 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Contabilidad a valor razonable en el contexto de la crisis actual de los mercados
| Contabilidad a valor razonable en el contexto de la crisis actual de los mercados |
| Autore | Pérez Fernández del Castillo Germán |
| Pubbl/distr/stampa | [Place of publication not identified], : Ecoe Ediciones, 2009 |
| Descrizione fisica | 1 recurso en línea (219 páginas) |
| Disciplina | 332.0415 |
| Collana | Ciencias administrativas. Contabilidad |
| Soggetto topico |
Commerce
Business & Economics Accounting |
| Soggetto genere / forma | Libros electrónicos. |
| ISBN |
958-771-405-9
1-4492-7717-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910672243803321 |
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Pérez Fernández del Castillo Germán
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| [Place of publication not identified], : Ecoe Ediciones, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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