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Addressing the threat from securities investments that finance certain companies of the People's Republic of China : communication from the President of the United States transmitting an executive order taking additional steps to address the national emergency declared in Executive Order 13959 of November 12, 2020, addressing the threat from securities investment that finance communist Chinese military companies, pursuant to 50 U.S.C. 1703(b); Public law 95-223, Sec. 204(b); (91 Stat. 1627)
| Addressing the threat from securities investments that finance certain companies of the People's Republic of China : communication from the President of the United States transmitting an executive order taking additional steps to address the national emergency declared in Executive Order 13959 of November 12, 2020, addressing the threat from securities investment that finance communist Chinese military companies, pursuant to 50 U.S.C. 1703(b); Public law 95-223, Sec. 204(b); (91 Stat. 1627) |
| Pubbl/distr/stampa | Washington : , : U.S. Government Publishing Office, , 2021 |
| Descrizione fisica | 1 online resource (8 pages) |
| Collana | House document / 117th Congress, 1st session |
| Soggetto topico |
National security - United States
Investments, Chinese - Government policy - United States Investments, Chinese - United States - Prevention Stock exchanges - United States Armed Forces - Finance Diplomatic relations Investments, Chinese - Government policy National security Stock exchanges |
| Soggetto genere / forma | Legislative materials. |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Addressing the threat from securities investments that finance certain companies of the People's Republic of China |
| Record Nr. | UNINA-9910716580303321 |
| Washington : , : U.S. Government Publishing Office, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Aiki trading [[electronic resource] ] : the art of trading in harmony with the markets / / Jeffery Tie
| Aiki trading [[electronic resource] ] : the art of trading in harmony with the markets / / Jeffery Tie |
| Autore | Tie Jeffery |
| Pubbl/distr/stampa | Singapore, : John Wiley & Sons (Asia) Pte. Ltd., 2010 |
| Descrizione fisica | 1 online resource (201 p.) |
| Disciplina |
332.6
332.64 |
| Collana | Wiley Trading |
| Soggetto topico | Stock exchanges |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-82669-X
1-119-19948-4 1-282-88893-5 9786612888939 0-470-82668-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Aiki Trading; Contents; Foreword; Preface; Acknowledgments; Introduction; CHAPTER 1 Aikido; CHAPTER 2 Candlestick Charting; CHAPTER 3 The Expanded Sideways Range Pattern; CHAPTER 4 The Directional Trending Pattern; CHAPTER 5 The Successful Breakout; CHAPTER 6 Using Oscillators; CHAPTER 7 Applying Fibonacci Numbers and Ratios in Trade Analysis; CHAPTER 8 Trade Volume and its Interpretation; CHAPTER 9 Risk, Money, and Trade Management; CHAPTER 10 On Trading Psychology; Summary; Index |
| Record Nr. | UNINA-9910140860303321 |
Tie Jeffery
|
||
| Singapore, : John Wiley & Sons (Asia) Pte. Ltd., 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Aiki trading [[electronic resource] ] : the art of trading in harmony with the markets / / Jeffery Tie
| Aiki trading [[electronic resource] ] : the art of trading in harmony with the markets / / Jeffery Tie |
| Autore | Tie Jeffery |
| Pubbl/distr/stampa | Singapore, : John Wiley & Sons (Asia) Pte. Ltd., 2010 |
| Descrizione fisica | 1 online resource (201 p.) |
| Disciplina |
332.6
332.64 |
| Collana | Wiley Trading |
| Soggetto topico | Stock exchanges |
| ISBN |
0-470-82669-X
1-119-19948-4 1-282-88893-5 9786612888939 0-470-82668-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Aiki Trading; Contents; Foreword; Preface; Acknowledgments; Introduction; CHAPTER 1 Aikido; CHAPTER 2 Candlestick Charting; CHAPTER 3 The Expanded Sideways Range Pattern; CHAPTER 4 The Directional Trending Pattern; CHAPTER 5 The Successful Breakout; CHAPTER 6 Using Oscillators; CHAPTER 7 Applying Fibonacci Numbers and Ratios in Trade Analysis; CHAPTER 8 Trade Volume and its Interpretation; CHAPTER 9 Risk, Money, and Trade Management; CHAPTER 10 On Trading Psychology; Summary; Index |
| Record Nr. | UNINA-9910831172303321 |
|
Tie Jeffery
|
||
| Singapore, : John Wiley & Sons (Asia) Pte. Ltd., 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Aiki trading [[electronic resource] ] : the art of trading in harmony with the markets / / Jeffery Tie
| Aiki trading [[electronic resource] ] : the art of trading in harmony with the markets / / Jeffery Tie |
| Autore | Tie Jeffery |
| Pubbl/distr/stampa | Singapore, : John Wiley & Sons (Asia) Pte. Ltd., 2010 |
| Descrizione fisica | 1 online resource (201 p.) |
| Disciplina |
332.6
332.64 |
| Collana | Wiley Trading |
| Soggetto topico | Stock exchanges |
| ISBN |
0-470-82669-X
1-119-19948-4 1-282-88893-5 9786612888939 0-470-82668-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Aiki Trading; Contents; Foreword; Preface; Acknowledgments; Introduction; CHAPTER 1 Aikido; CHAPTER 2 Candlestick Charting; CHAPTER 3 The Expanded Sideways Range Pattern; CHAPTER 4 The Directional Trending Pattern; CHAPTER 5 The Successful Breakout; CHAPTER 6 Using Oscillators; CHAPTER 7 Applying Fibonacci Numbers and Ratios in Trade Analysis; CHAPTER 8 Trade Volume and its Interpretation; CHAPTER 9 Risk, Money, and Trade Management; CHAPTER 10 On Trading Psychology; Summary; Index |
| Record Nr. | UNINA-9910841369303321 |
|
Tie Jeffery
|
||
| Singapore, : John Wiley & Sons (Asia) Pte. Ltd., 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Amending Executive Order 13959--addressing the threat from securities investments that finance communist Chinese military companies : communication from the President of the United States, transmitting an executive order that takes additional steps with respect to the national emergency declared in Executive Order 13959 of November 12, 2020, pursuant to 50 U.S.C. 1703(b); Public law 95-223, Sec. 204(b); (91 Stat. 1627) and 50 U.S.C. 1641(b); Public law 94-412, Sec. 401(b); (90 Stat. 1257)
| Amending Executive Order 13959--addressing the threat from securities investments that finance communist Chinese military companies : communication from the President of the United States, transmitting an executive order that takes additional steps with respect to the national emergency declared in Executive Order 13959 of November 12, 2020, pursuant to 50 U.S.C. 1703(b); Public law 95-223, Sec. 204(b); (91 Stat. 1627) and 50 U.S.C. 1641(b); Public law 94-412, Sec. 401(b); (90 Stat. 1257) |
| Pubbl/distr/stampa | Washington : , : U.S. Government Publishing Office, , 2021 |
| Descrizione fisica | 1 online resource (4 pages) |
| Collana | House document / 117th Congress, 1st session |
| Soggetto topico |
National security - United States
Investments, Chinese - United States - Prevention Stock exchanges - United States Armed Forces - Finance Diplomatic relations National security Stock exchanges |
| Soggetto genere / forma | Legislative materials. |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Amending Executive Order 13959--addressing the threat from securities investments that finance communist Chinese military companies |
| Record Nr. | UNINA-9910715251203321 |
| Washington : , : U.S. Government Publishing Office, , 2021 | ||
| 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 | ||
| ||
Asian Equity Markets : : Growth, Opportunities, and Challenges / / Charles Kramer, Catriona Purfield, Hiroko Oura, Andreas Jobst
| Asian Equity Markets : : Growth, Opportunities, and Challenges / / Charles Kramer, Catriona Purfield, Hiroko Oura, Andreas Jobst |
| Autore | Kramer Charles |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (41 p.) |
| Altri autori (Persone) |
PurfieldCatriona
OuraHiroko JobstAndreas |
| Collana | IMF Working Papers |
| Soggetto topico |
Stock exchanges - Asia
Securities - Asia Finance: General Investments: Stocks Macroeconomics Corporate Governance Industries: Financial Services Portfolio Choice Investment Decisions International Financial Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Corporate Finance and Governance: Government Policy and Regulation Finance Investment & securities Corporate governance role & responsibilities of boards & directors Stock markets Stocks Emerging and frontier financial markets Asset prices Financial markets Financial institutions Prices Mutual funds Stock exchanges Financial services industry |
| ISBN |
1-4623-8409-9
1-4527-9755-2 1-283-51325-0 9786613825704 1-4519-0979-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. THE EMERGENCE OF ASIAN STOCK MARKETS""; ""II. PERFORMANCE OF ASIAN EMERGING STOCK MARKETS""; ""III. ARE ASIAN MARKETS OVERHEATING?""; ""IV. EQUITY PRICES AND ECONOMIC ACTIVITY""; ""V. POLICY IMPLICATIONS""; ""APPENDIX I: THE DEVELOPMENT OF EQUITY DERIVATIVES MARKETS IN ASIA""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788410103321 |
|
Kramer Charles
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
