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Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook
Autore Subramani R. Venkata
Edizione [1st edition]
Pubbl/distr/stampa Chichester, : Wiley, 2011
Descrizione fisica 1 online resource (743 p.)
Disciplina 332.63/2044
332.632044
657.8333
Soggetto topico Fixed-income securities
Portfolio management
ISBN 1-119-19946-8
1-283-20358-8
9786613203588
0-470-82904-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Accounting for Investments; Contents; Foreword; Introduction; Preface; Acknowledgments; Chapter 1: Fixed Income Securities-Theory; Learning Objectives; Fixed Income Securities in General; Basics of the Bond Market; Types of issues and special characteristics; Bond coupon; Bond maturity; Bond pricing; Yield measures; Duration; Corporate bonds; Municipal bonds; Zero coupon bonds; Risks of investment in bonds; Definition of Financial Instruments; Financial asset; Financial liability; Equity instrument; Derivative; Categories of Financial Instruments-An Overview; Amendment made through IFRS 9
US GAAP proposals Fair value through profit or loss (FVPL); Available-for-sale; Held-to-Maturity (HTM); Questions; Theory questions; Chapter 2: Fixed Income Securities-Fair Value through Profit or Loss; Learning Objectives; Meaning and Definition of Fixed Income Securities; Classification of Debt Securities as ""Fair Value through Profit or Loss""; Fair value concept; Financial assets and financial liabilities held for trading; Fixed income security as a hedged item; Accounting for Fixed Income Securities; Trade Life Cycle for Fixed Income Securities-Fair Value through Profit or Loss
Additional events in the trade life cycle Buy the bond; Accrued interest purchased; Pay the contracted amount for the bond; Corporate Action; Coupon accrual; Reversal of accrued interest purchased; Coupon receipt; On accounting for interest based on amortization; Accrual of interest on valuation date; Valuation of bond on valuation date; Reversal of interest accrued; On selling the bond (liquidation); Interest on bonds sold; Receive the consideration; Ascertain the profit/loss on the sale; FX revaluation process; FX translation process; Additional Events in the Trade Life Cycle
Early redemption Maturity; Write off; Complete Solution to the Illustration; FX Revaluation and FX Translation Process; Functional currency, foreign currency and presentation currency; Primary economic environment; Primary factors; Additional factors; Additional factors for a foreign operation; Foreign currency transaction; Initial recognition; Monetary and non-monetary items; Carrying amount-non-monetary assets; Exchange differences on monetary items; Exchange differences on non-monetary items; FX revaluation process; FX translation process; FX revaluation entries; FX translation entries
Consummated FX translation entry Transient FX translation entries; Distinction between Capital Gain and Currency Gain; Illustration 1: Investment in Bonds held for Trading Purposes; Bond-trading-Problem 1-USD; Solution to Illustration 1: Investment in Bonds held for Trading Purposes; Problem 1: Investment in Bonds (Trading) in Foreign Currency (AUD); Accounting Entries in Functional Currency; Summary; Questions; Theory questions; Objective questions; Journal questions; 1. Bond-trading-problem-USD; 2. Bond-trading-problem-GBP; 3. Bond-trading-problem-JPY
Chapter 3: Fixed Income Securities-Available-for-Sale
Record Nr. UNINA-9910139630303321
Subramani R. Venkata  
Chichester, : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook
Autore Subramani R. Venkata
Edizione [1st edition]
Pubbl/distr/stampa Chichester, : Wiley, 2011
Descrizione fisica 1 online resource (743 p.)
Disciplina 332.63/2044
332.632044
657.8333
Soggetto topico Fixed-income securities
Portfolio management
ISBN 1-119-19946-8
1-283-20358-8
9786613203588
0-470-82904-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Accounting for Investments; Contents; Foreword; Introduction; Preface; Acknowledgments; Chapter 1: Fixed Income Securities-Theory; Learning Objectives; Fixed Income Securities in General; Basics of the Bond Market; Types of issues and special characteristics; Bond coupon; Bond maturity; Bond pricing; Yield measures; Duration; Corporate bonds; Municipal bonds; Zero coupon bonds; Risks of investment in bonds; Definition of Financial Instruments; Financial asset; Financial liability; Equity instrument; Derivative; Categories of Financial Instruments-An Overview; Amendment made through IFRS 9
US GAAP proposals Fair value through profit or loss (FVPL); Available-for-sale; Held-to-Maturity (HTM); Questions; Theory questions; Chapter 2: Fixed Income Securities-Fair Value through Profit or Loss; Learning Objectives; Meaning and Definition of Fixed Income Securities; Classification of Debt Securities as ""Fair Value through Profit or Loss""; Fair value concept; Financial assets and financial liabilities held for trading; Fixed income security as a hedged item; Accounting for Fixed Income Securities; Trade Life Cycle for Fixed Income Securities-Fair Value through Profit or Loss
Additional events in the trade life cycle Buy the bond; Accrued interest purchased; Pay the contracted amount for the bond; Corporate Action; Coupon accrual; Reversal of accrued interest purchased; Coupon receipt; On accounting for interest based on amortization; Accrual of interest on valuation date; Valuation of bond on valuation date; Reversal of interest accrued; On selling the bond (liquidation); Interest on bonds sold; Receive the consideration; Ascertain the profit/loss on the sale; FX revaluation process; FX translation process; Additional Events in the Trade Life Cycle
Early redemption Maturity; Write off; Complete Solution to the Illustration; FX Revaluation and FX Translation Process; Functional currency, foreign currency and presentation currency; Primary economic environment; Primary factors; Additional factors; Additional factors for a foreign operation; Foreign currency transaction; Initial recognition; Monetary and non-monetary items; Carrying amount-non-monetary assets; Exchange differences on monetary items; Exchange differences on non-monetary items; FX revaluation process; FX translation process; FX revaluation entries; FX translation entries
Consummated FX translation entry Transient FX translation entries; Distinction between Capital Gain and Currency Gain; Illustration 1: Investment in Bonds held for Trading Purposes; Bond-trading-Problem 1-USD; Solution to Illustration 1: Investment in Bonds held for Trading Purposes; Problem 1: Investment in Bonds (Trading) in Foreign Currency (AUD); Accounting Entries in Functional Currency; Summary; Questions; Theory questions; Objective questions; Journal questions; 1. Bond-trading-problem-USD; 2. Bond-trading-problem-GBP; 3. Bond-trading-problem-JPY
Chapter 3: Fixed Income Securities-Available-for-Sale
Record Nr. UNINA-9910818326503321
Subramani R. Venkata  
Chichester, : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The advanced fixed income and derivatives management guide / / Saied Simozar
The advanced fixed income and derivatives management guide / / Saied Simozar
Autore Simozar Saied <1954->
Pubbl/distr/stampa Chichester, England : , : Wiley, , 2015
Descrizione fisica 1 online resource (365 p.)
Disciplina 332.63/2044
Collana Wiley Finance Series
Soggetto topico Fixed-income securities
Derivative securities
Portfoliio management
ISBN 1-119-01417-4
1-119-01415-8
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Title Page; Copyright; Contents; List of Tables; List of Figures; Abbreviations; Notation; Preface; Acknowledgement; Foreword; About the Author; Introduction; Chapter 1 Review of Market Analytics ; 1.1 Bond Valuation; 1.2 Simple Bond Analytics; 1.3 Portfolio Analytics; 1.4 Key Rate Durations; Chapter 2 Term Structure of Rates; 2.1 Linear and Non-linear Space; 2.2 Basis Functions; 2.3 Decay Coefficient; 2.4 Forward Rates; 2.5 Par Curve; 2.6 Application to the US Yield Curve; 2.7 Historical Yield Curve Components; 2.8 Significance of the Term Structure Components
2.9 Estimating the Value of Decay CoefficientChapter 3 Comparison of Basis Functions; 3.1 Polynomial Basis Functions; 3.2 Exponential Basis Functions; 3.3 Orthogonal Basis Functions; 3.4 Key Basis Functions; 3.5 Transformation of Basis Functions; 3.6 Comparison with the Principal Components Analysis; 3.7 Mean Reversion; 3.8 Historical Tables of Basis Functions; Chapter 4 Risk Measurement; 4.1 Interest Rate Risks; 4.2 Zero Coupon Bonds Examples; 4.3 Eurodollar Futures Contracts Examples; 4.4 Conventional Duration of a Portfolio; 4.5 Risks and Basis Functions
4.6 Application to Key Rate Duration4.7 Risk Measurement of a Treasury Index; Chapter 5 Performance Attribution; 5.1 Curve Performance; 5.2 Yield Performance; 5.3 Security Performance; 5.4 Portfolio Performance; 5.5 Aggregation of Contribution to Performance; Chapter 6 Libor and Swaps; 6.1 Term Structure of Libor; 6.2 Adjustment Table for Rates; 6.3 Risk Measurement and Performance Attribution of Swaps; 6.4 Floating Libor Valuation and Risks; 6.5 Repo and Financing Rate; 6.6 Structural Problem of Swaps; Chapter 7 Trading; 7.1 Liquidity Management; 7.2 Forward Pricing; 7.3 Curve Trading
7.4 Synthetic Securities7.5 Real Time Trading; Chapter 8 Linear Optimization and Portfolio Replication; 8.1 Portfolio Optimization Example; 8.2 Conversion to and from Conventional KRD; 8.3 KRD and Term Structure Hedging; Chapter 9 Yield Volatility; 9.1 Price Function of Yield Volatility; 9.2 Term Structure of Yield Volatility; 9.3 Volatility Adjustment Table; 9.4 Forward and Instantaneous Volatility; Chapter 10 Convexity and Long Rates; 10.1 Theorem: Long Rates Can Never Change; 10.2 Convexity Adjusted TSIR; 10.3 Application to Convexity; 10.4 Convexity Bias of Eurodollar Futures
Chapter 11 Real Rates and Inflation Expectations11.1 Term Structure of Real Rates; 11.2 Theorem: Real Rates Can't Have Log-normal Distribution; 11.3 Inflation Linked (IL) Bonds; 11.4 Seasonal Adjustments to Inflation; 11.5 Inflation Swaps; Chapter 12 Credit Spreads; 12.1 Equilibrium Credit Spread; 12.2 Term Structure of Credit Spreads; 12.3 Risk Measurement of Credit Securities; 12.4 Credit Risks Example; 12.5 Floating Rate Credit Securities; 12.6 TSCS Examples; 12.7 Relative Values of Credit Securities; 12.8 Performance Attribution of Credit Securities; 12.9 Term Structure of Agencies
12.10 Performance Contribution
Record Nr. UNINA-9910140645203321
Simozar Saied <1954->  
Chichester, England : , : Wiley, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bonds are not forever [[electronic resource] ] : the crisis facing fixed income investors / / Simon A. Lack
Bonds are not forever [[electronic resource] ] : the crisis facing fixed income investors / / Simon A. Lack
Autore Lack Simon <1962->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, Inc., 2013
Descrizione fisica 1 online resource (242 p.)
Disciplina 332.63/23
Soggetto topico Bonds
Fixed-income securities
Investments
Capital market
ISBN 1-118-65970-8
1-118-65947-3
1-118-65960-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Bonds Are Not Forever: The Crisis Facing Fixed Income Investors; Copyright; Contents; Preface; Acknowledgments; Chapter 1: From High School to Wall Street-The Bull Market Begins: Inflation Memories; As Bad as It Gets; Trading in Gilts; The Old Class Structure; A Nineteenth-Century Market; Finance Starts to Grow; Is Finance Good?; Investing After the Bubble; Chapter 2: A Brief History of Debt; Interest Rates in Ancient Times; Medieval Credit; The Beginnings of Modern-Day Finance; Borrowing Reaches the Mass Market; Student Debt; Big Borrowers in History; What We Owe Now
Chapter 3: Derivatives Growth Welcome to New York; Early Derivatives Growth; Swaps Take Off; Size Isn't Everything; Derivatives Reach Omaha; Norwegian Wood; Chapter 4: Bond Market Inefficiencies for Retail: A Simple Market Model; Stocks Are Fairer Than Bonds; Why Change Is Slow; Structured Notes; The Internet Threatens the Swaps Oligopoly; Municipal Bonds; Chapter 5: Trading Derivatives: Before Banks Were Exciting; Computers and Swaps; Should Banks Innovate?; Growth in Innovation; Volcker's Problem; Bring Me Clients with a Problem; Derivatives Missteps; Trading by the Book
An Options Book Blows Up Chapter 6: Politics: Government-Controlled Investing; Why Should We Worry?; Who Says There Is a Problem?; Look to the Future; Looking Ahead; Monetization-A Thought Experiment; Imperial Overstretch; More Debt Means More Banking; Chapter 7: Managing Risk 1990-1998: Risk-Oriented Market Making; Traders and Risk; Why Traders Are Bad at Budgeting; The Growth of Global Trading; Managing Obscure Basic Risks; What's the Social Purpose?; Wall Street Fuels the Debt Growth; Chapter 8: Inflation: A Brief History; Germany's Defining Economic Experience; Inflation Today
The Fed's Huge Mistake You Can't Spend Quality Improvements; What Critics Say; Measuring What They Can, Not What Counts; Chapter 9: Bonds Are Not Forever: Putting It All Together; Wall Street Built It; Make Your Own Bond; High Dividend, Low Beta; Hedged Dividend Capture; Master Limited Partnerships (MLPs); Deep Value Equities; Debt Is Bad; Bonds Are Not Forever; References; Glossary; About the Author; Index
Record Nr. UNINA-9910139006603321
Lack Simon <1962->  
Hoboken, N.J., : John Wiley & Sons, Inc., 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bonds are not forever : the crisis facing fixed income investors / / Simon A. Lack
Bonds are not forever : the crisis facing fixed income investors / / Simon A. Lack
Autore Lack Simon <1962->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : John Wiley & Sons, Inc., 2013
Descrizione fisica 1 online resource (242 p.)
Disciplina 332.63/23
Soggetto topico Bonds
Fixed-income securities
Investments
Capital market
ISBN 1-118-65970-8
1-118-65947-3
1-118-65960-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Bonds Are Not Forever: The Crisis Facing Fixed Income Investors; Copyright; Contents; Preface; Acknowledgments; Chapter 1: From High School to Wall Street-The Bull Market Begins: Inflation Memories; As Bad as It Gets; Trading in Gilts; The Old Class Structure; A Nineteenth-Century Market; Finance Starts to Grow; Is Finance Good?; Investing After the Bubble; Chapter 2: A Brief History of Debt; Interest Rates in Ancient Times; Medieval Credit; The Beginnings of Modern-Day Finance; Borrowing Reaches the Mass Market; Student Debt; Big Borrowers in History; What We Owe Now
Chapter 3: Derivatives Growth Welcome to New York; Early Derivatives Growth; Swaps Take Off; Size Isn't Everything; Derivatives Reach Omaha; Norwegian Wood; Chapter 4: Bond Market Inefficiencies for Retail: A Simple Market Model; Stocks Are Fairer Than Bonds; Why Change Is Slow; Structured Notes; The Internet Threatens the Swaps Oligopoly; Municipal Bonds; Chapter 5: Trading Derivatives: Before Banks Were Exciting; Computers and Swaps; Should Banks Innovate?; Growth in Innovation; Volcker's Problem; Bring Me Clients with a Problem; Derivatives Missteps; Trading by the Book
An Options Book Blows Up Chapter 6: Politics: Government-Controlled Investing; Why Should We Worry?; Who Says There Is a Problem?; Look to the Future; Looking Ahead; Monetization-A Thought Experiment; Imperial Overstretch; More Debt Means More Banking; Chapter 7: Managing Risk 1990-1998: Risk-Oriented Market Making; Traders and Risk; Why Traders Are Bad at Budgeting; The Growth of Global Trading; Managing Obscure Basic Risks; What's the Social Purpose?; Wall Street Fuels the Debt Growth; Chapter 8: Inflation: A Brief History; Germany's Defining Economic Experience; Inflation Today
The Fed's Huge Mistake You Can't Spend Quality Improvements; What Critics Say; Measuring What They Can, Not What Counts; Chapter 9: Bonds Are Not Forever: Putting It All Together; Wall Street Built It; Make Your Own Bond; High Dividend, Low Beta; Hedged Dividend Capture; Master Limited Partnerships (MLPs); Deep Value Equities; Debt Is Bad; Bonds Are Not Forever; References; Glossary; About the Author; Index
Record Nr. UNINA-9910822182603321
Lack Simon <1962->  
Hoboken, N.J., : John Wiley & Sons, Inc., 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Debt markets and analysis / / R. Stafford Johnson
Debt markets and analysis / / R. Stafford Johnson
Autore Johnson R. Stafford
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, New Jersey : , : Bloomberg Press, an imprint of Wiley, , [2013]
Descrizione fisica 1 online resource (722 p.)
Disciplina 332.63/2044
Collana Bloomberg financial series
Soggetto topico Fixed-income securities
Debt
Bonds
Securities
Soggetto genere / forma Electronic books.
ISBN 1-118-23543-6
1-299-40226-7
1-118-22166-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Overview of the financial system -- Overview and guide to the Bloomberg system -- Bond value and return -- The level and structure of interest rates -- Bond risk -- Bond investment strategies -- Corporate debt securities -- Government securities and markets : Treasury, agencies, municipals, and sovereign debt securities -- Intermediary debt securities, investment funds, and markets -- Mortgage-backed and asset-backed securities and securitization -- Bond and interest rate futures contracts -- Bond and interest rate option contracts -- The valuation of bonds with embedded options and debt options--the binomial interest rate tree -- Interest rate and credit default swaps.
Record Nr. UNINA-9910452433303321
Johnson R. Stafford  
Hoboken, New Jersey : , : Bloomberg Press, an imprint of Wiley, , [2013]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Debt markets and analysis / / R. Stafford Johnson
Debt markets and analysis / / R. Stafford Johnson
Autore Johnson R. Stafford
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, New Jersey : , : Bloomberg Press, an imprint of Wiley, , [2013]
Descrizione fisica 1 online resource (722 p.)
Disciplina 332.63/2044
Collana Bloomberg financial series
Soggetto topico Fixed-income securities
Debt
Bonds
Securities
ISBN 1-118-23543-6
1-299-40226-7
1-118-22166-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Overview of the financial system -- Overview and guide to the Bloomberg system -- Bond value and return -- The level and structure of interest rates -- Bond risk -- Bond investment strategies -- Corporate debt securities -- Government securities and markets : Treasury, agencies, municipals, and sovereign debt securities -- Intermediary debt securities, investment funds, and markets -- Mortgage-backed and asset-backed securities and securitization -- Bond and interest rate futures contracts -- Bond and interest rate option contracts -- The valuation of bonds with embedded options and debt options--the binomial interest rate tree -- Interest rate and credit default swaps.
Record Nr. UNINA-9910779407103321
Johnson R. Stafford  
Hoboken, New Jersey : , : Bloomberg Press, an imprint of Wiley, , [2013]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Debt markets and analysis / / R. Stafford Johnson
Debt markets and analysis / / R. Stafford Johnson
Autore Johnson R. Stafford
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, New Jersey : , : Bloomberg Press, an imprint of Wiley, , [2013]
Descrizione fisica 1 online resource (722 p.)
Disciplina 332.63/2044
Collana Bloomberg financial series
Soggetto topico Fixed-income securities
Debt
Bonds
Securities
ISBN 1-118-23543-6
1-299-40226-7
1-118-22166-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Overview of the financial system -- Overview and guide to the Bloomberg system -- Bond value and return -- The level and structure of interest rates -- Bond risk -- Bond investment strategies -- Corporate debt securities -- Government securities and markets : Treasury, agencies, municipals, and sovereign debt securities -- Intermediary debt securities, investment funds, and markets -- Mortgage-backed and asset-backed securities and securitization -- Bond and interest rate futures contracts -- Bond and interest rate option contracts -- The valuation of bonds with embedded options and debt options--the binomial interest rate tree -- Interest rate and credit default swaps.
Record Nr. UNINA-9910813115803321
Johnson R. Stafford  
Hoboken, New Jersey : , : Bloomberg Press, an imprint of Wiley, , [2013]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial markets and trading [[electronic resource] ] : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
Financial markets and trading [[electronic resource] ] : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
Autore Schmidt Anatoly B
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2011
Descrizione fisica 1 online resource (210 p.)
Disciplina 332.6
332.64
Collana Wiley finance
Soggetto topico Fixed-income securities
Stock exchanges
Microfinance
ISBN 1-118-09365-8
1-283-17662-9
9786613176622
1-118-26809-1
1-118-09363-1
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
Record Nr. UNINA-9910139631103321
Schmidt Anatoly B  
Hoboken, N.J., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
Financial markets and trading : an introduction to market microstructure and trading strategies / / Anatoly B. Schmidt
Autore Schmidt Anatoly B
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, 2011
Descrizione fisica 1 online resource (210 p.)
Disciplina 332.6
332.64
Collana Wiley finance
Soggetto topico Fixed-income securities
Stock exchanges
Microfinance
ISBN 1-118-09365-8
1-283-17662-9
9786613176622
1-118-26809-1
1-118-09363-1
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
Record Nr. UNINA-9910811961203321
Schmidt Anatoly B  
Hoboken, N.J., : Wiley, 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui