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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 | ||
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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 | ||
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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 | ||
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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.
|
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| London, England : , : Kogan Page, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
9781118710098
1118710096 9781119945390 1119945399 |
| 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
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| Hoboken, N.J., : Wiley, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Essentials of financial risk management / / Karen A. Horcher
| Essentials of financial risk management / / 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 |
9786610255290
9781118160978 1118160975 9781280255298 1280255293 9780470324356 047032435X 9781118386392 1118386396 9780471736424 0471736422 |
| 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 |
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Horcher Karen A
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| Hoboken, N.J., : Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
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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 | ||
| ||
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 | ||
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Fondamenti dei mercati di futures e opzioni : guida allo studio e manuale delle soluzioni / John C. Hull ; traduzione di Emilio Barone
| Fondamenti dei mercati di futures e opzioni : guida allo studio e manuale delle soluzioni / John C. Hull ; traduzione di Emilio Barone |
| Autore | Hull, John C. |
| Edizione | [5. ed.] |
| Pubbl/distr/stampa | Milano : Pearson, 2005 |
| Descrizione fisica | 172 p. ; 24 cm |
| Disciplina | 332.644 |
| Altri autori (Persone) | Barone, Emilio |
| Soggetto topico |
Financial futures
Options (Finance) |
| ISBN | 8871922352 |
| Classificazione | AMS 91B |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991002961429707536 |
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Hull, John C.
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| Milano : Pearson, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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