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The American review of international arbitration / / Parker School of Foreign and Comparative Law, Columbia University
| The American review of international arbitration / / Parker School of Foreign and Comparative Law, Columbia University |
| Pubbl/distr/stampa | New York, N.Y. : , : Parker School of Foreign and Comparative Law, Columbia University |
| Descrizione fisica | 1 online resource ( volumes) |
| Disciplina | 341.5 |
| Soggetto topico |
International commercial arbitration
Arbitration (International law) Arbitrage INTERNATIONAL ARBITRATION |
| Soggetto genere / forma |
Periodicals.
Law reviews. Revues de droit |
| ISSN | 2573-6035 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | ARIA |
| Record Nr. | UNISA-996417643303316 |
| New York, N.Y. : , : Parker School of Foreign and Comparative Law, Columbia University | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
The American review of international arbitration / / Parker School of Foreign and Comparative Law, Columbia University
| The American review of international arbitration / / Parker School of Foreign and Comparative Law, Columbia University |
| Pubbl/distr/stampa | New York, N.Y. : , : Parker School of Foreign and Comparative Law, Columbia University |
| Descrizione fisica | 1 online resource ( volumes) |
| Disciplina | 341.5 |
| Soggetto topico |
International commercial arbitration
Arbitration (International law) Arbitrage INTERNATIONAL ARBITRATION |
| Soggetto genere / forma |
Periodicals.
Law reviews. Revues de droit |
| ISSN | 2573-6035 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | ARIA |
| Record Nr. | UNINA-9910388745303321 |
| New York, N.Y. : , : Parker School of Foreign and Comparative Law, Columbia University | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Annual report
| Annual report |
| Pubbl/distr/stampa | [Washington], : [International Centre for Settlement of Investment Disputes] |
| Descrizione fisica | 1 online resource |
| Disciplina | 341.7/52 |
| Soggetto topico |
International commercial arbitration
Investments, Foreign (International law) Wereldbank Arbitrage Investeringen International Centre for Settlement of Investment Disputes Reports Direktinvestition Internationale Schiedsgerichtsbarkeit Investitionsgarantie Welt |
| Soggetto genere / forma |
Periodicals.
Internet resources. |
| ISSN | 1564-6556 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | ICSID annual report |
| Record Nr. | UNISA-996206515303316 |
| [Washington], : [International Centre for Settlement of Investment Disputes] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Annual report
| Annual report |
| Pubbl/distr/stampa | [Washington], : [International Centre for Settlement of Investment Disputes] |
| Descrizione fisica | 1 online resource |
| Disciplina | 341.7/52 |
| Soggetto topico |
International commercial arbitration
Investments, Foreign (International law) Wereldbank Arbitrage Investeringen International Centre for Settlement of Investment Disputes Reports Direktinvestition Internationale Schiedsgerichtsbarkeit Investitionsgarantie Welt |
| Soggetto genere / forma |
Periodicals.
Internet resources. |
| ISSN | 1564-6556 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | ICSID annual report |
| Record Nr. | UNINA-9910133487303321 |
| [Washington], : [International Centre for Settlement of Investment Disputes] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Another day, another collar [[electronic resource] ] : an evaluation of the effects of NYSE Rule 80A on trading costs and intermarket arbitrage / / by James Overdahl and Henry McMillan
| Another day, another collar [[electronic resource] ] : an evaluation of the effects of NYSE Rule 80A on trading costs and intermarket arbitrage / / by James Overdahl and Henry McMillan |
| Autore | Overdahl James A |
| Pubbl/distr/stampa | [Washington, D.C.] : , : Office of the Comptroller of the Currency, , [1997] |
| Altri autori (Persone) | McMillanHenry |
| Collana | OCC working paper |
| Soggetto topico |
Securities industry - United States
Stock exchanges Arbitrage |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Another day, another collar |
| Record Nr. | UNINA-9910692109603321 |
Overdahl James A
|
||
| [Washington, D.C.] : , : Office of the Comptroller of the Currency, , [1997] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An arbitrage guide to financial markets [[electronic resource] /] / Robert Dubil
| An arbitrage guide to financial markets [[electronic resource] /] / Robert Dubil |
| Autore | Dubil Robert |
| Pubbl/distr/stampa | Chichester, : Wiley Finance, 2004 |
| Descrizione fisica | 1 online resource (345 p.) |
| Disciplina | 332.6 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Stock exchanges
Investments - Mathematics Arbitrage Risk |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-37135-9
9786613371355 0-470-01225-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
An Arbitrage Guide to Financial Markets; Contents; 1 The Purpose and Structure of Financial Markets; 1.1 Overview; 1.2 Risk sharing; 1.3 The structure of financial markets; 1.4 Arbitrage: Pure vs. relative value; 1.5 Financial institutions: Asset transformers and broker-dealers; 1.6 Primary and secondary markets; 1.7 Market players: Hedgers vs. speculators; 1.8 Preview of the book; Part One SPOT; 2 Financial Math I-Spot; 2.1 Interest-rate basics; Present value; Compounding; Day-count conventions; Rates vs. yields; 2.2 Zero, coupon and amortizing rates; Zero-coupon rates; Coupon rates
Yield to maturity Amortizing rates; Floating-rate bonds; 2.3 The term structure of interest rates; Discounting coupon cash flows with zero rates; Constructing the zero curve by bootstrapping; 2.4 Interest-rate risk; Duration; Portfolio duration; Convexity; Other risk measures; 2.5 Equity markets math; A dividend discount model; Beware of P/E ratios; 2.6 Currency markets; 3 Fixed Income Securities; 3.1 Money markets; U.S. Treasury bills; Federal agency discount notes; Short-term munis; Fed Funds (U.S.) and bank overnight refinancing (Europe); Repos (RPs); Eurodollars and Eurocurrencies Negotiable CDs Bankers' acceptances (BAs); Commercial paper (CP); 3.2 Capital markets: Bonds; U.S. government and agency bonds; Government bonds in Europe and Asia; Corporates; Munis; 3.3 Interest-rate swaps; 3.4 Mortgage securities; 3.5 Asset-backed securities; 4 Equities, Currencies, and Commodities; 4.1 Equity markets; Secondary markets for individual equities in the U.S.; Secondary markets for individual equities in Europe and Asia; Depositary receipts and cross-listing; Stock market trading mechanics; Stock indexes; Exchange-traded funds (ETFs); Custom baskets The role of secondary equity markets in the economy 4.2 Currency markets; 4.3 Commodity markets; 5 Spot Relative Value Trades; 5.1 Fixed-income strategies; Zero-coupon stripping and coupon replication; Duration-matched trades; Example: Bullet-barbell; Example: Twos vs. tens; Negative convexity in mortgages; Spread strategies in corporate bonds; Example: Corporate spread widening/narrowing trade; Example: Corporate yield curve trades; Example: Relative spread trade for high and low grades; 5.2 Equity portfolio strategies; Example: A non-diversified portfolio and benchmarking Example: Sector plays 5.3 Spot currency arbitrage; 5.4 Commodity basis trades; Part Two FORWARDS; 6 Financial Math II-Futures and Forwards; 6.1 Commodity futures mechanics; 6.2 Interest-rate futures and forwards; Overview; Eurocurrency deposits; Eurodollar futures; Certainty equivalence of ED futures; Forward-rate agreements (FRAs); Certainty equivalence of FRAs; 6.3 Stock index futures; Locking in a forward price of the index; Fair value of futures; Fair value with dividends; Single stock futures; 6.4 Currency forwards and futures; Fair value of currency forwards; Covered interest-rate parity Currency futures |
| Record Nr. | UNINA-9910449775703321 |
|
Dubil Robert
|
||
| Chichester, : Wiley Finance, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An arbitrage guide to financial markets [[electronic resource] /] / Robert Dubil
| An arbitrage guide to financial markets [[electronic resource] /] / Robert Dubil |
| Autore | Dubil Robert |
| Pubbl/distr/stampa | Chichester, : Wiley Finance, 2004 |
| Descrizione fisica | 1 online resource (345 p.) |
| Disciplina | 332.6 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Stock exchanges
Investments - Mathematics Arbitrage Risk |
| ISBN |
1-283-37135-9
9786613371355 0-470-01225-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
An Arbitrage Guide to Financial Markets; Contents; 1 The Purpose and Structure of Financial Markets; 1.1 Overview; 1.2 Risk sharing; 1.3 The structure of financial markets; 1.4 Arbitrage: Pure vs. relative value; 1.5 Financial institutions: Asset transformers and broker-dealers; 1.6 Primary and secondary markets; 1.7 Market players: Hedgers vs. speculators; 1.8 Preview of the book; Part One SPOT; 2 Financial Math I-Spot; 2.1 Interest-rate basics; Present value; Compounding; Day-count conventions; Rates vs. yields; 2.2 Zero, coupon and amortizing rates; Zero-coupon rates; Coupon rates
Yield to maturity Amortizing rates; Floating-rate bonds; 2.3 The term structure of interest rates; Discounting coupon cash flows with zero rates; Constructing the zero curve by bootstrapping; 2.4 Interest-rate risk; Duration; Portfolio duration; Convexity; Other risk measures; 2.5 Equity markets math; A dividend discount model; Beware of P/E ratios; 2.6 Currency markets; 3 Fixed Income Securities; 3.1 Money markets; U.S. Treasury bills; Federal agency discount notes; Short-term munis; Fed Funds (U.S.) and bank overnight refinancing (Europe); Repos (RPs); Eurodollars and Eurocurrencies Negotiable CDs Bankers' acceptances (BAs); Commercial paper (CP); 3.2 Capital markets: Bonds; U.S. government and agency bonds; Government bonds in Europe and Asia; Corporates; Munis; 3.3 Interest-rate swaps; 3.4 Mortgage securities; 3.5 Asset-backed securities; 4 Equities, Currencies, and Commodities; 4.1 Equity markets; Secondary markets for individual equities in the U.S.; Secondary markets for individual equities in Europe and Asia; Depositary receipts and cross-listing; Stock market trading mechanics; Stock indexes; Exchange-traded funds (ETFs); Custom baskets The role of secondary equity markets in the economy 4.2 Currency markets; 4.3 Commodity markets; 5 Spot Relative Value Trades; 5.1 Fixed-income strategies; Zero-coupon stripping and coupon replication; Duration-matched trades; Example: Bullet-barbell; Example: Twos vs. tens; Negative convexity in mortgages; Spread strategies in corporate bonds; Example: Corporate spread widening/narrowing trade; Example: Corporate yield curve trades; Example: Relative spread trade for high and low grades; 5.2 Equity portfolio strategies; Example: A non-diversified portfolio and benchmarking Example: Sector plays 5.3 Spot currency arbitrage; 5.4 Commodity basis trades; Part Two FORWARDS; 6 Financial Math II-Futures and Forwards; 6.1 Commodity futures mechanics; 6.2 Interest-rate futures and forwards; Overview; Eurocurrency deposits; Eurodollar futures; Certainty equivalence of ED futures; Forward-rate agreements (FRAs); Certainty equivalence of FRAs; 6.3 Stock index futures; Locking in a forward price of the index; Fair value of futures; Fair value with dividends; Single stock futures; 6.4 Currency forwards and futures; Fair value of currency forwards; Covered interest-rate parity Currency futures |
| Record Nr. | UNINA-9910783518903321 |
|
Dubil Robert
|
||
| Chichester, : Wiley Finance, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An arbitrage guide to financial markets [[electronic resource] /] / Robert Dubil
| An arbitrage guide to financial markets [[electronic resource] /] / Robert Dubil |
| Autore | Dubil Robert |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley Finance, 2004 |
| Descrizione fisica | 1 online resource (345 p.) |
| Disciplina | 332.6 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Stock exchanges
Investments - Mathematics Arbitrage Risk |
| ISBN |
1-283-37135-9
9786613371355 0-470-01225-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
An Arbitrage Guide to Financial Markets; Contents; 1 The Purpose and Structure of Financial Markets; 1.1 Overview; 1.2 Risk sharing; 1.3 The structure of financial markets; 1.4 Arbitrage: Pure vs. relative value; 1.5 Financial institutions: Asset transformers and broker-dealers; 1.6 Primary and secondary markets; 1.7 Market players: Hedgers vs. speculators; 1.8 Preview of the book; Part One SPOT; 2 Financial Math I-Spot; 2.1 Interest-rate basics; Present value; Compounding; Day-count conventions; Rates vs. yields; 2.2 Zero, coupon and amortizing rates; Zero-coupon rates; Coupon rates
Yield to maturity Amortizing rates; Floating-rate bonds; 2.3 The term structure of interest rates; Discounting coupon cash flows with zero rates; Constructing the zero curve by bootstrapping; 2.4 Interest-rate risk; Duration; Portfolio duration; Convexity; Other risk measures; 2.5 Equity markets math; A dividend discount model; Beware of P/E ratios; 2.6 Currency markets; 3 Fixed Income Securities; 3.1 Money markets; U.S. Treasury bills; Federal agency discount notes; Short-term munis; Fed Funds (U.S.) and bank overnight refinancing (Europe); Repos (RPs); Eurodollars and Eurocurrencies Negotiable CDs Bankers' acceptances (BAs); Commercial paper (CP); 3.2 Capital markets: Bonds; U.S. government and agency bonds; Government bonds in Europe and Asia; Corporates; Munis; 3.3 Interest-rate swaps; 3.4 Mortgage securities; 3.5 Asset-backed securities; 4 Equities, Currencies, and Commodities; 4.1 Equity markets; Secondary markets for individual equities in the U.S.; Secondary markets for individual equities in Europe and Asia; Depositary receipts and cross-listing; Stock market trading mechanics; Stock indexes; Exchange-traded funds (ETFs); Custom baskets The role of secondary equity markets in the economy 4.2 Currency markets; 4.3 Commodity markets; 5 Spot Relative Value Trades; 5.1 Fixed-income strategies; Zero-coupon stripping and coupon replication; Duration-matched trades; Example: Bullet-barbell; Example: Twos vs. tens; Negative convexity in mortgages; Spread strategies in corporate bonds; Example: Corporate spread widening/narrowing trade; Example: Corporate yield curve trades; Example: Relative spread trade for high and low grades; 5.2 Equity portfolio strategies; Example: A non-diversified portfolio and benchmarking Example: Sector plays 5.3 Spot currency arbitrage; 5.4 Commodity basis trades; Part Two FORWARDS; 6 Financial Math II-Futures and Forwards; 6.1 Commodity futures mechanics; 6.2 Interest-rate futures and forwards; Overview; Eurocurrency deposits; Eurodollar futures; Certainty equivalence of ED futures; Forward-rate agreements (FRAs); Certainty equivalence of FRAs; 6.3 Stock index futures; Locking in a forward price of the index; Fair value of futures; Fair value with dividends; Single stock futures; 6.4 Currency forwards and futures; Fair value of currency forwards; Covered interest-rate parity Currency futures |
| Record Nr. | UNINA-9910828831003321 |
|
Dubil Robert
|
||
| Chichester, : Wiley Finance, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Arbitrage, hedging, and speculation [[electronic resource] ] : the foreign exchange market / / Ephraim Clark and Dilip K. Ghosh
| Arbitrage, hedging, and speculation [[electronic resource] ] : the foreign exchange market / / Ephraim Clark and Dilip K. Ghosh |
| Autore | Clark Ephraim, professor |
| Pubbl/distr/stampa | Westport, Conn., : Praeger, 2004 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 332.4/5 |
| Altri autori (Persone) | GhoshDilip K <1942-> (Dilip Kumar) |
| Soggetto topico |
Arbitrage
Hedging (Finance) Speculation Foreign exchange market |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-41776-2
9786612417764 0-313-05929-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Arbitrage, hedging, and speculation : the foreign exchange market -- Currency futures, swaps, and hedging -- Currency options -- Hedging and trading strategies : simple options and exotics -- Arbitrage and hedging with spot forward contracts -- Arbitrage and hedging with options -- Arbitrage and hedging with forward forward contracts in interest rates -- Speculations in the foreign exchange market. |
| Record Nr. | UNINA-9910456705103321 |
|
Clark Ephraim, professor
|
||
| Westport, Conn., : Praeger, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Arbitrage, hedging, and speculation [[electronic resource] ] : the foreign exchange market / / Ephraim Clark and Dilip K. Ghosh
| Arbitrage, hedging, and speculation [[electronic resource] ] : the foreign exchange market / / Ephraim Clark and Dilip K. Ghosh |
| Autore | Clark Ephraim, professor |
| Pubbl/distr/stampa | Westport, Conn., : Praeger, 2004 |
| Descrizione fisica | 1 online resource (232 p.) |
| Disciplina | 332.4/5 |
| Altri autori (Persone) | GhoshDilip K <1942-> (Dilip Kumar) |
| Soggetto topico |
Arbitrage
Hedging (Finance) Speculation Foreign exchange market |
| ISBN |
1-282-41776-2
9786612417764 0-313-05929-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Arbitrage, hedging, and speculation : the foreign exchange market -- Currency futures, swaps, and hedging -- Currency options -- Hedging and trading strategies : simple options and exotics -- Arbitrage and hedging with spot forward contracts -- Arbitrage and hedging with options -- Arbitrage and hedging with forward forward contracts in interest rates -- Speculations in the foreign exchange market. |
| Record Nr. | UNINA-9910780905003321 |
|
Clark Ephraim, professor
|
||
| Westport, Conn., : Praeger, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
