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Biblioteca

MARC Lista (tabellare)
After the crash [[electronic resource] ] : the future of finance / / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan, editors
After the crash [[electronic resource] ] : the future of finance / / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan, editors
Pubbl/distr/stampa Washington, D.C., : Brookings Institution Press, c2010
Descrizione fisica 1 online resource (161 p.)
Disciplina 332.1
Altri autori (Persone) FuchitaYasuyuki <1958->
HerringRichard
LitanRobert E. <1950->
Soggetto topico Financial institutions
Financial institutions - Deregulation
Financial services industry
Financial crises - United States - 21st century
Financial futures
Soggetto genere / forma Electronic books.
ISBN 1-282-71850-9
9786612718502
0-8157-0429-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto After the crash : will finance ever be the same? / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan -- The uncertain future of U.S. commercial banking / Alan McIntyre and Michael Zeltkevic -- Regulatory changes and investment banking : seven questions / Kei Kodachi and Tetsuya Kamiyama -- The future of the hedge fund industry / Christopher C. Geczy -- Is there a case for regulating executive pay in the financial services industry? / John E. Core and Wayne R. Guay.
Record Nr. UNINA-9910459915803321
Washington, D.C., : Brookings Institution Press, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
After the crash [[electronic resource] ] : the future of finance / / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan, editors
After the crash [[electronic resource] ] : the future of finance / / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan, editors
Pubbl/distr/stampa Washington, D.C., : Brookings Institution Press, c2010
Descrizione fisica 1 online resource (161 p.)
Disciplina 332.1
Altri autori (Persone) FuchitaYasuyuki <1958->
HerringRichard
LitanRobert E. <1950->
Soggetto topico Financial institutions
Financial institutions - Deregulation
Financial services industry
Financial crises - United States - 21st century
Financial futures
ISBN 1-282-71850-9
9786612718502
0-8157-0429-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto After the crash : will finance ever be the same? / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan -- The uncertain future of U.S. commercial banking / Alan McIntyre and Michael Zeltkevic -- Regulatory changes and investment banking : seven questions / Kei Kodachi and Tetsuya Kamiyama -- The future of the hedge fund industry / Christopher C. Geczy -- Is there a case for regulating executive pay in the financial services industry? / John E. Core and Wayne R. Guay.
Record Nr. UNINA-9910785005003321
Washington, D.C., : Brookings Institution Press, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
After the crash [[electronic resource] ] : the future of finance / / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan, editors
After the crash [[electronic resource] ] : the future of finance / / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan, editors
Pubbl/distr/stampa Washington, D.C., : Brookings Institution Press, c2010
Descrizione fisica 1 online resource (161 p.)
Disciplina 332.1
Altri autori (Persone) FuchitaYasuyuki <1958->
HerringRichard
LitanRobert E. <1950->
Soggetto topico Financial institutions
Financial institutions - Deregulation
Financial services industry
Financial crises - United States - 21st century
Financial futures
ISBN 1-282-71850-9
9786612718502
0-8157-0429-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto After the crash : will finance ever be the same? / Yasuyuki Fuchita, Richard J. Herring, and Robert E. Litan -- The uncertain future of U.S. commercial banking / Alan McIntyre and Michael Zeltkevic -- Regulatory changes and investment banking : seven questions / Kei Kodachi and Tetsuya Kamiyama -- The future of the hedge fund industry / Christopher C. Geczy -- Is there a case for regulating executive pay in the financial services industry? / John E. Core and Wayne R. Guay.
Record Nr. UNINA-9910809308403321
Washington, D.C., : Brookings Institution Press, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Amend and reenact Cotton Futures Act. January 27, 1927. -- Committed to the Committee of the Whole House on the State of the Union and ordered to be printed
Amend and reenact Cotton Futures Act. January 27, 1927. -- Committed to the Committee of the Whole House on the State of the Union and ordered to be printed
Pubbl/distr/stampa [Washington, D.C.] : , : [U.S. Government Printing Office], , 1927
Descrizione fisica 1 online resource (4 pages)
Altri autori (Persone) HaugenGilbert Nelson <1859-1933> (Republican (IA))
Collana House report / 69th Congress, 2nd session. House
[United States congressional serial set]
Soggetto topico Agricultural prices
Commodity exchanges
Cotton
Financial futures
Legislative amendments
Soggetto genere / forma Legislative materials.
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910716422203321
[Washington, D.C.] : , : [U.S. Government Printing Office], , 1927
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Conduct risk management : using a behavioural approach to protect your board and financial services business / / Roger Miles
Conduct risk management : using a behavioural approach to protect your board and financial services business / / Roger Miles
Autore Miles Roger S.
Pubbl/distr/stampa London, England : , : Kogan Page, , 2017
Descrizione fisica 1 online resource (312 pages) : illustrations, tables
Disciplina 658.155
Soggetto topico Risk management
Financial futures
ISBN 0-7494-7861-6
0-7494-7862-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910157412103321
Miles Roger S.  
London, England : , : Kogan Page, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The economics of commodity markets / / Julien Chevallier, Florian Ielpo
The economics of commodity markets / / Julien Chevallier, Florian Ielpo
Autore Chevallier Julien
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2013
Descrizione fisica 1 online resource (361 p.)
Disciplina 332.64/4
Altri autori (Persone) IelpoFlorian
Collana Wiley finance
Soggetto topico Primary commodities
Commercial products
Financial futures
ISBN 1-118-71009-6
1-119-94539-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface -- List of figures -- List of tables -- Acronyms -- Commodity markets dynamics -- Individual dynamics : from trends to risks -- Cross-commodities linkages -- Commodities and the business cycle -- The reaction of commodity markets to economic news -- Economic regimes and commodity markets as an asset class -- Commodities and fundamental value -- Cross-commodity linkages -- Cointegration with traditional asset markets -- Cointegration with industrial production and inflation -- Index.
Record Nr. UNINA-9910139245703321
Chevallier Julien  
Hoboken, N.J., : Wiley, 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Essentials of financial risk management [[electronic resource] /] / Karen A. Horcher
Essentials of financial risk management [[electronic resource] /] / Karen A. Horcher
Autore Horcher Karen A
Edizione [1st ed.]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2005
Descrizione fisica 1 online resource (271 p.)
Disciplina 658.15/5
Collana Essentials series
Soggetto topico Risk management
Financial futures
ISBN 1-118-16097-5
1-280-25529-3
9786610255290
0-470-32435-X
1-118-38639-6
0-471-73642-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto What is financial risk management? -- Identifying major market risks -- Managing interest rate risk -- Foreign exchange risk management -- Managing credit risk -- Commodity risk management -- Operational risk -- Risk management framework : policy and hedging -- Estimating risk -- Global efforts in financial risk management.
Record Nr. UNINA-9910143566503321
Horcher Karen A  
Hoboken, N.J., : Wiley, c2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial facts tool kit [[electronic resource] /] / U.S. Securities and Exchange Commission
Financial facts tool kit [[electronic resource] /] / U.S. Securities and Exchange Commission
Edizione [[2008 ed.]]
Pubbl/distr/stampa [Washington, D.C.] : , : U.S. Securities and Exchange Commission, , [2008]
Descrizione fisica 1 electronic text : HTML file
Soggetto topico Financial futures
Consumer education
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910698712003321
[Washington, D.C.] : , : U.S. Securities and Exchange Commission, , [2008]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial hedging [[electronic resource] /] / Patrick N. Catlere, editor
Financial hedging [[electronic resource] /] / Patrick N. Catlere, editor
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (283 p.)
Disciplina 332.64/524
Altri autori (Persone) CatlerePatrick N
Soggetto topico Financial futures
Hedging (Finance)
Risk management
Soggetto genere / forma Electronic books.
ISBN 1-60876-670-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Financial Hedging""; ""Contents""; ""Preface""; ""Research and Review Studies""; ""Homogeneous and Non-homogeneous Semi-markov Backward Credit Risk Migration Models""; ""Abstract""; ""1. Introduction""; ""2. Discrete Time Semi-markov Processes""; ""3. Discrete Time Backward Semi-markov Processes""; ""4. Reliability Models""; ""5. Credit Risk Problem""; ""6. Results from Homogeous Credit Risk Model""; ""7. Results from Non Homogeous Credit Risk Model""; ""References""; ""Towards an Integrated Theory of Corporate Hedging and Capital Structure Decisions""; ""Abstract""; ""I. Introduction""
""II. Financial Distress Costs and Corporate Taxes Constitute an Optimal Degree of Leverage""""III. Corporate Hedging Benefits Shareholders by Reducing Financial Distress Costs and Taxes""; ""IV. Corporate Hedging Benefits Shareholders by Raising Optimal Leverage""; ""V. Trading-off the Costs and Benefits of Corporate Hedging: Who Hedges More?""; ""VI. Case Study: Hewlett-Packard vs. Safeway""; ""VII. Conclusions""; ""References""; ""Probability Weighting in Futures Hedging""; ""Abstract""; ""Introduction""; ""Prospect Theory""; ""The Weighting Function""
""Parameters of the Weighting Function""""Empirical Evidence""; ""Research Method""; ""Numerical Simulation""; ""Results""; ""Conclusion""; ""References""; ""Hedging Effectiveness with S&P500 Index Futures under Different Volatility Regimes""; ""Abstract""; ""1. Introduction""; ""2. Hedging Strategy - Minimum Variance Hedge Ratio""; ""3. Implementation of MVHR""; ""4. Data and Empirical Results""; ""5. Conclusion""; ""References""; ""American and European Portfolio Selection Strategies: The Markovian Approach""; ""Abstract""; ""1. Introduction""; ""2. Modeling Markov Processes""
""3. The Portfolio Selection Problem""""4. A First Ex-Post Empirical Comparison among Dynamic Portfolio Strategies""; ""5. Conclusion""; ""6. Appendix: Some Possible Improvements""; ""Acknowledgement""; ""References""; ""Hedging, Liquidity, and the Multinational Firm under Exchange Rate Uncertainty""; ""Abstract""; ""1. Introduction""; ""2. The Model""; ""3. Optimal Hedging and Sales Decisions""; ""4. Hedging Role of Futures Spreads""; ""5. Hedging Role of Options""; ""6. Conclusions""; ""References""; ""Cross-Hedging for the Multinational Firm under Exchange Rate Uncertainty""; ""Abstract""
""1. Introduction""""2. The Model""; ""3. The Benchmark Case of Perfect Hedging""; ""4. Optimal Decisions under Cross-Hedging""; ""5. Hedging Role of Options""; ""6. Conclusion""; ""References""; ""Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations""; ""Abstract""; ""1. Introduction""; ""2. Modelling the Transaction Costs""; ""3. The Leland's Approach to Option Pricing and Hedging""; ""4. Utility-Based Option Pricing and Hedging""; ""5. Conclusion""; ""Acknowledgements""; ""References""; ""Short Communications""
""Time Horizon-Specific Hedging in Commodity Markets""
Record Nr. UNINA-9910452456003321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial hedging [[electronic resource] /] / Patrick N. Catlere, editor
Financial hedging [[electronic resource] /] / Patrick N. Catlere, editor
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (283 p.)
Disciplina 332.64/524
Altri autori (Persone) CatlerePatrick N
Soggetto topico Financial futures
Hedging (Finance)
Risk management
ISBN 1-60876-670-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Financial Hedging""; ""Contents""; ""Preface""; ""Research and Review Studies""; ""Homogeneous and Non-homogeneous Semi-markov Backward Credit Risk Migration Models""; ""Abstract""; ""1. Introduction""; ""2. Discrete Time Semi-markov Processes""; ""3. Discrete Time Backward Semi-markov Processes""; ""4. Reliability Models""; ""5. Credit Risk Problem""; ""6. Results from Homogeous Credit Risk Model""; ""7. Results from Non Homogeous Credit Risk Model""; ""References""; ""Towards an Integrated Theory of Corporate Hedging and Capital Structure Decisions""; ""Abstract""; ""I. Introduction""
""II. Financial Distress Costs and Corporate Taxes Constitute an Optimal Degree of Leverage""""III. Corporate Hedging Benefits Shareholders by Reducing Financial Distress Costs and Taxes""; ""IV. Corporate Hedging Benefits Shareholders by Raising Optimal Leverage""; ""V. Trading-off the Costs and Benefits of Corporate Hedging: Who Hedges More?""; ""VI. Case Study: Hewlett-Packard vs. Safeway""; ""VII. Conclusions""; ""References""; ""Probability Weighting in Futures Hedging""; ""Abstract""; ""Introduction""; ""Prospect Theory""; ""The Weighting Function""
""Parameters of the Weighting Function""""Empirical Evidence""; ""Research Method""; ""Numerical Simulation""; ""Results""; ""Conclusion""; ""References""; ""Hedging Effectiveness with S&P500 Index Futures under Different Volatility Regimes""; ""Abstract""; ""1. Introduction""; ""2. Hedging Strategy - Minimum Variance Hedge Ratio""; ""3. Implementation of MVHR""; ""4. Data and Empirical Results""; ""5. Conclusion""; ""References""; ""American and European Portfolio Selection Strategies: The Markovian Approach""; ""Abstract""; ""1. Introduction""; ""2. Modeling Markov Processes""
""3. The Portfolio Selection Problem""""4. A First Ex-Post Empirical Comparison among Dynamic Portfolio Strategies""; ""5. Conclusion""; ""6. Appendix: Some Possible Improvements""; ""Acknowledgement""; ""References""; ""Hedging, Liquidity, and the Multinational Firm under Exchange Rate Uncertainty""; ""Abstract""; ""1. Introduction""; ""2. The Model""; ""3. Optimal Hedging and Sales Decisions""; ""4. Hedging Role of Futures Spreads""; ""5. Hedging Role of Options""; ""6. Conclusions""; ""References""; ""Cross-Hedging for the Multinational Firm under Exchange Rate Uncertainty""; ""Abstract""
""1. Introduction""""2. The Model""; ""3. The Benchmark Case of Perfect Hedging""; ""4. Optimal Decisions under Cross-Hedging""; ""5. Hedging Role of Options""; ""6. Conclusion""; ""References""; ""Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations""; ""Abstract""; ""1. Introduction""; ""2. Modelling the Transaction Costs""; ""3. The Leland's Approach to Option Pricing and Hedging""; ""4. Utility-Based Option Pricing and Hedging""; ""5. Conclusion""; ""Acknowledgements""; ""References""; ""Short Communications""
""Time Horizon-Specific Hedging in Commodity Markets""
Record Nr. UNINA-9910779520403321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui