Access to Bank Credit and SME Financing / / edited by Stefania Rossi |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
Descrizione fisica | 1 online resource (XXX, 332 p. 121 illus., 20 illus. in color.) |
Disciplina | 658.1592 |
Collana | Palgrave Macmillan Studies in Banking and Financial Institutions |
Soggetto topico |
Banks and banking
Capital market Banking Capital Markets |
ISBN | 3-319-41363-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part I: Credit Market Environment and SME Finance in Europe -- Chapter 1: Non-Bank Financing for Euro Area Companies During the Crisis; Annalisa Ferrando and Emmanouil Mavrakis -- Chapter 2: Neither a Borrower nor a Lender Be! Loan Application and Credit Decision for Young European Firms; Andrea Moro, Daniela Maresch, Annalisa Ferrando and Julia Barbar -- Chapter 3: Legal-institutional Environment, Social Capital, and the Cost of Bank Financing for SMEs: Evidence from the Euro Area; Emma Galli, Danilo V. Mascia and Stefania P.S. Rossi -- Chapter 4: Credit Access for Small Firms in the Euro Area: Does Gender Matter?; Maria Lucia Stefani and Valerio Vacca -- Chapter 5: The Small Firm Financing Premium in Europe: Where and When do Small Firms Pay Most?; Sarah Holton and Fergal McCann -- Chapter 6: Sovereign and Bank CDS Spreads During the European Debt Crisis: Laying the Foundation for SMEs’ Financial Distress; Danilo V. Mascia, Paolo Mattana, Stefania P.S. Rossi and Roberto D’Aietti -- Chapter 7: SME Sources of Funding: More Capital or More Debt to Sustain Growth? An empirical analysis; Marina Brogi and Valentina Lagasio -- Part II: SME Funding and the Role of Alternative Non-Bank Finance in Italy -- Chapter 8: SME Credit Access after Basel 3. Does Size (and Quality) Matter; Pietro Vozzella and Giampaolo Gabbi -- Chapter 9: Credit Supply and Bank Interest Rates in the Italian Regions; Roberto Malavasi and Mauro Aliano -- Chapter 10: Corporate Bonds for SMEs: a Study of Italian Minibonds; Giuseppe Riccio, Roberto Malavasi and Mauro Aliano -- Chapter 11: Using Open-End Mutual Funds Resources to Finance SMEs: the Potential Market Share of ELTIFs; Fabrizio Crespi. |
Record Nr. | UNINA-9910155311203321 |
Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
AI and Chatbots in Fintech : Revolutionizing Digital Experiences and Predictive Analytics / / by Gioia Arnone |
Autore | Arnone Gioia |
Edizione | [1st ed. 2024.] |
Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 |
Descrizione fisica | 1 online resource (125 pages) |
Disciplina | 658.0563 |
Collana | Contributions to Finance and Accounting |
Soggetto topico |
Financial engineering
Financial services industry Capital market Technological innovations Commercial law Financial Technology and Innovation Financial Services Capital Markets Innovation and Technology Management Business Law |
ISBN | 3-031-55536-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction to AI in Fintech -- The role of chatbots in Fintech -- Business framework of AI-based ChatGPT in Fintech -- Predictive analytics and machine learning in Fintech -- ChatGPT to decide buying behavior -- Reshaping the digital experience through ML in Fintech -- Best practices for retaining customers in Fintech -- Applications of predictive models in Fintech -- ChatGPT for stock price prediction and detecting financial frauds -- ChatGPT and cryptocurrency. |
Record Nr. | UNINA-9910861089203321 |
Arnone Gioia | ||
Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2024 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analytical Corporate Valuation : Fundamental Analysis, Asset Pricing, and Company Valuation / / by Pasquale De Luca |
Autore | De Luca Pasquale |
Edizione | [1st ed. 2018.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
Descrizione fisica | 1 online resource (XV, 465 p. 58 illus.) |
Disciplina | 658.15 |
Soggetto topico |
Corporations—Finance
Accounting Bookkeeping Business enterprises—Finance Macroeconomics Capital market Corporate Finance Accounting/Auditing Business Finance Macroeconomics/Monetary Economics//Financial Economics Capital Markets |
ISBN | 3-319-93551-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part I Fundamental analysis of the company -- 1 “Strategic Formula” of the firm -- 2 Economic and financial dynamics of the firm -- Part II Asset pricing -- 3 Risk and return in the capital market -- 4 Mean-variance approach -- 5 Equilibrium models in capital market -- Part III Corporate value -- 6 Capital structure choices of the company and the cost of capital -- 7 Equity valuation -- 8 Enterprise valuation -- 9 Option valuation. |
Record Nr. | UNINA-9910299636603321 |
De Luca Pasquale | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analytical Finance: Volume I : The Mathematics of Equity Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman |
Autore | Röman Jan R. M |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
Descrizione fisica | 1 online resource (XXVII, 492 p. 3 illus., 1 illus. in color.) |
Disciplina | 332.6457015195 |
Soggetto topico |
Financial engineering
Economics, Mathematical Capital market Risk management Financial Engineering Quantitative Finance Capital Markets Risk Management |
ISBN | 3-319-34027-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1.1. Clearing and settlement -- 1.2. About Risk -- 1.3. Credit and Counterparty Risk -- 1.4. Settlement Risk -- 1.5. Market Risk -- 1.6. Model Risk -- 2.1. Pricing via Arbitrage -- 2.2. Martingales -- 2.3. The Central Limit Theorem -- 2.4. A simple Random Walk -- 2.5. The Binomial model -- 2.6. Modern pricing theory based on risk-neutral valuation -- 2.7. More on Binomial models -- 2.8. Finite difference methods -- 2.9. Value-at-Risk - VaR -- 3.1. Introduction -- 3.2. A binomial model -- 3.3. Finite Probability Spaces -- 3.4. Properties of normal and log-normal distributions -- 3.5. The Itô Lemma -- 3.6. Stochastic integration -- 4.1. Classifications of Partial Differential Equations -- 4.2. Parabolic PDE's -- 4.3. The Black-Scholes-Merton model -- 4.4. Volatility -- 4.5. Parity relations -- 4.6. A practical guide to pricing -- 4.7. Currency options and the Garman-Kohlhagen model -- 4.8. Options on commodities -- 4.9. Black-Scholes and stochastic volatility -- 4.10. The Black-Scholes formulas -- 4.11. American versus European options -- 4.12. Analytical pricing formulas for American options -- 4.13. Poisson processes and jump diffusion -- 5.1. Martingale representation -- 5.2. Girsanov transformation -- 5.3. Securities paying dividends -- 5.4. Hedging -- 6.1. Contract for Difference - CFD -- 6.2. Binary options/ Digital options -- 6.3. Barrier options – Knock-out and Knock-in Options -- 6.4. Lookback Options -- 6.5. Asian Options -- 6.6. Chooser Options -- 6.7. Forward Options -- 6.8. Compound Options - Options on Options -- 6.9. Multi-Asset Options -- 6.10. Basket Options -- 6.11. Correlation Options -- 6.12. Exchange Options -- 6.13. Currency-Linked Options -- 6.14. Pay-Later Options -- 6.15. Extensible Options -- 6.16. Quantos -- 6.17. Structured products -- 6.18. Summary of exotic instruments -- 6.19. Something about weather derivatives -- 7.1. Introduction to deflators -- 8.1. Introduction -- 8.2. Strategies -- 8.3. A decreasing markets -- 8.4. An increasing market -- 8.5. Neutral markets -- 8.6. Volatile Markets -- 8.7. Using market indexes in pricing -- 8.8. Price direction matrix -- 8.9. Strategy matrix -- Appendix: Some source code. |
Record Nr. | UNINA-9910163990303321 |
Röman Jan R. M | ||
Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation / / by Jan R. M. Röman |
Autore | Röman Jan R. M |
Edizione | [1st ed. 2017.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
Descrizione fisica | 1 online resource (XXXI, 728 p. 141 illus.) |
Disciplina | 332.6457 |
Soggetto topico |
Financial engineering
Economics, Mathematical Capital market Risk management Financial Engineering Quantitative Finance Capital Markets Risk Management |
ISBN | 3-319-52584-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Pricing via Arbitrage -- The Central Limit Theorem -- The Binomial model -- More on Binomial models -- Finite difference methods -- Value-at-Risk – VaR -- Introduction to probability theory -- Stochastic integration -- Partial parabolic differential equations and Feynman-Kač -- The Black-Scholes-Merton model -- American versus European options -- Analytical pricing formulas for American options -- Poisson processes and jump diffusion -- Diffusion models in general -- Hedging -- Exotic Options -- Volatility -- Something about weather derivatives -- A Practical guide to pricing -- Pricing using deflators -- Securities with dividends -- Some Fixed-Income securities and Black-Scholes. |
Record Nr. | UNINA-9910255041503321 |
Röman Jan R. M | ||
Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Applied Fundamentals in Finance : Portfolio Management and Investments / / by Enzo Mondello |
Autore | Mondello Enzo <1968-> |
Edizione | [1st ed. 2023.] |
Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2023 |
Descrizione fisica | 1 online resource (593 pages) |
Disciplina | 354.81150006 |
Collana | Springer Texts in Business and Economics |
Soggetto topico |
Capital market
Financial risk management Business enterprises—Finance Valuation Capital Markets Risk Management Corporate Finance Investment Appraisal |
ISBN | 3-658-41021-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Part 1: Portfolio Management -- Chapter 1. Return -- Chapter 2. Risk -- Chapter 3. Other Investment Characteristics -- Chapter 4. Efficient Risky Portfolios -- Chapter 5. Optimal Portfolio -- Chapter 6 Capital Asset Pricing Model and Fama−french Model -- Chapter 7. Portfolio Management Process -- Part 2: Equity Securities -- Chapter 8 Dividend Discount Model -- Chapter 9 Free Cash Flow Models -- Chapter 10 Multiples -- Part 3: Bonds -- Chapter 11 Bond Price and Yield -- Chapter 12 Duration and Convexity -- Part 4: Derivatives -- Chapter 13 Futures, Forwards, and Swaps -- Chapter 14 Options: Basics and Valuation -- Chapter 15 Option Strategies. |
Record Nr. | UNINA-9910734871003321 |
Mondello Enzo <1968-> | ||
Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Applied Investment Theory : How Markets and Investors Behave, and Why / / by Les Coleman |
Autore | Coleman Les |
Edizione | [1st ed. 2016.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 |
Descrizione fisica | 1 online resource : illustrations (some color) |
Disciplina | 332.6 |
Soggetto topico |
Investment banking
Securities Macroeconomics Capital market Capital investments Investments and Securities Macroeconomics/Monetary Economics//Financial Economics Capital Markets Investment Appraisal |
ISBN | 3-319-43976-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1) Introduction -- Part 1: Investment Theory and Practice -- 2) Current Paradigm: Neoclassical Investment Theory -- 3) Behavioural Biases in Investor Decisions -- Part 2: Empirical Evidence Relating to Markets and Investors -- 4) Uncertainty in Investor Wealth -- 5) Market Practice: What We Reliably Know About Structure -- 6) Investor Behaviour: What We Reliably Know About Conduct -- Part 3: Towards an Enhanced Theory of Investment -- 7) Extracting Investment Theory From Empirical Evidence -- 8) The Story of How Fund Managers Value Equities -- 9) Piecing Together the jigsaw: Applied Investment Theory. |
Record Nr. | UNINA-9910164983803321 |
Coleman Les | ||
Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Asset Management : Portfolio Construction, Performance and Returns / / edited by Stephen Satchell |
Edizione | [1st ed. 2016.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 |
Descrizione fisica | 1 online resource (Approx. 345 p. 142 illus.) |
Disciplina | 657.7 |
Soggetto topico |
Investment banking
Securities Risk management Capital investments Personal finance Pension plans Capital market Investments and Securities Risk Management Investment Appraisal Personal Finance/Wealth Management/Pension Planning Capital Markets |
ISBN | 3-319-30794-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction; Stephen Satchell -- 1) Performance of UK equity unit trusts; G Quigley and R A Sinquefield -- 2) A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction; S Satchell and A Scowcroft -- 3) Tracking error: Ex ante versus ex post measures; S Hwang and S Satchell -- 4) Hedge Fund Survival Lifetimes; G N Gregoriou -- 5) Performance clustering and incentives in the UK pension fund industry; D Blake, B N Lehmann and A Timmermann -- 6) Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds?; R Kourwenberg -- 7) The performance of value and momentum investment portfolios: Recent experience in the major European markets; R Bird and J Whitaker -- 8) Measuring investor sentiment in equity markets; A Bandopadhyaya and A L Schnader -- 9) Incorporating estimation errors into portfolio selection: Robust portfolio construction; S Ceria and R A Stubbs -- 10) Best-practice pension fund governance; G L Clark and R Urwin -- 11) Fundamental indexation in Europe; J Hemminiki and V Puttonen -- 12) Fundamental indexation: An active value strategy in disguise; D Blitz and L Swinkels -- 13) Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit; C L Dunis and G Shannon -- 14) A robust optimization approach to pension fund management; G Iyengar and A K C Ma. |
Record Nr. | UNINA-9910254876503321 |
Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Asset Management and Institutional Investors / / edited by Ignazio Basile, Pierpaolo Ferrari |
Edizione | [1st ed. 2016.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
Descrizione fisica | 1 online resource (XIII, 468 p. 82 illus., 58 illus. in color.) |
Disciplina | 332.6 |
Soggetto topico |
Investment banking
Securities Business enterprises—Finance Economics, Mathematical Risk management Capital market Investments and Securities Business Finance Quantitative Finance Risk Management Capital Markets |
ISBN | 3-319-32796-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Institutional Investors - Typologies, Roles and Products: Institutional Investors -- Collective Investment Vehicles and Other Asset Management Products -- Investment Management Policy: The Stages of Investment Management Policy -- Strategic Asset Allocation with Mean-Variance Optimisation -- Methods and Tools for Portfolio Selection -- Alternative Approaches to Traditional Mean-Variance Optimisation -- Performance Evaluation for Traditional Investment Portfolios: Performance Evaluation -- Returns-Based Style Analysis -- Performance Attribution -- Portfolio Diversification Towards Alternative Asset Classes: Portfolio Diversification Policies - Alternative Asset Classes -- Hedge Funds -- Hedge Fund Performance -- Private Equity -- Real Estate -- Commodities -- Currency Overlay Techniques. |
Record Nr. | UNINA-9910254887803321 |
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Asset Pricing and Investment Styles in Digital Assets : A Comparison with Traditional Asset Classes / / by Tobias Glas |
Autore | Glas Tobias |
Edizione | [1st ed. 2022.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 |
Descrizione fisica | 1 online resource (347 pages) |
Disciplina | 332.6320285 |
Collana | Advanced Studies in Diginomics and Digitalization |
Soggetto topico |
Financial engineering
Capital market Technological innovations Finance Financial Technology and Innovation Capital Markets Innovation and Technology Management Financial Economics |
ISBN |
9783030956950
9783030956943 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Chapter 1. The Emergence of a New Asset Class: Digital Assets -- Chapter 2. An Asset Pricer’s Toolkit -- Chapter 3. Investment Styles in General -- Chapter 4. Related Literature -- Chapter 5. Digital Assets -- Chapter 6. Digital Assets in a Multi-asset Context -- Chapter 7. On the Effectiveness of Technical Indicators in Digital Assets -- Chapter 8. Investment Styles in Digital Assets -- Chapter 9. Risk Factors in Digital Assets -- Chapter 10. How to Incorporate Characteristics into the Portfolio Construction Process -- Chapter 11. Are the Results Robust and Still Valid? -- Chapter 12. Conclusion. |
Record Nr. | UNINA-9910574086703321 |
Glas Tobias | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|