An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
Autore | Petters, Arlie O. |
Pubbl/distr/stampa | Cham, : Springer, 2016 |
Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
Altri autori (Persone) | Dong, Xiaoying |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114406 |
Petters, Arlie O. | ||
Cham, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
An introduction to mathematical finance with applications : understanding and building financial intuition / Arlie O. Petters, Xiaoying Dong |
Autore | Petters, Arlie O. |
Pubbl/distr/stampa | Cham, : Springer, 2016 |
Descrizione fisica | XVII, 483 p. : ill. ; 24 cm |
Altri autori (Persone) | Dong, Xiaoying |
Soggetto topico | 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
Soggetto non controllato |
APRAPY
Annuity theory Application annuity BSM model Bid-ask spreads Black-Scholes-Merton model Brownian motion model Capital market theory European option pricing Forwards Futures Market liquidity Markowitz portfolio theory Modeling derivatives Security price behavior Sharpe ratio Sortino ratio Stochastic Calculus |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114406 |
Petters, Arlie O. | ||
Cham, : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Guaranteed to fail [[electronic resource] ] : Fannie Mae, Freddie Mac, and the debacle of mortgage finance / / Viral V. Acharya ... [et al.] |
Autore | Acharya Viral V. |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, : Princeton University Press, c2011 |
Descrizione fisica | 1 online resource (233 p.) |
Disciplina | 332.7/20973 |
Altri autori (Persone) | AcharyaViral V |
Soggetto topico |
Business failures - United States - History - 21st century
Financial crises - United States - History - 21st century Housing - United States - Finance Mortgage loans - Government policy - United States |
Soggetto non controllato |
Affordable housing
Agency debt Alt-A Asset management Asset Balance sheet Bank of America Bank run Bank Bear Stearns Ben Bernanke Capital market Capital requirement Cash Central bank Citigroup Commercial bank Conservatorship Countrywide Credit (finance) Credit risk Credit score in the United States Credit score Creditor Debt Dodd–Frank Wall Street Reform and Consumer Protection Act Down payment Economics Economist Economy Equity (finance) Fannie Mae Federal Housing Administration Federal Housing Finance Agency Finance Financial crisis Financial institution Financial services Fixed-rate mortgage Foreclosure Freddie Mac Funding Government National Mortgage Association Government debt Guarantee Hedge fund Heitor Almeida Henry Paulson Home equity Household Income Insolvency Insurance Interest rate risk Interest rate Investment Investor JPMorgan Chase Lehman Brothers Lender of last resort Leverage (finance) Line of credit Macroeconomics Market discipline Market liquidity Monetary policy Moral hazard Mortgage Rate Mortgage bank Mortgage loan Payment Pension fund Percentage Private mortgage Private sector Privatization Quantitative easing Race to the bottom Real estate appraisal Real estate economics Receivership Recession Refinancing Repurchase agreement Resolution Trust Corporation Return on equity Saving Savings and loan association Secondary mortgage market Securitization Security (finance) Subprime Subsidy Systemic risk Too big to fail Underwriting Standards Underwriting Value (economics) Washington Mutual Working paper |
ISBN |
1-283-01208-1
9786613012081 1-4008-3809-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Acknowledgments -- Prologue -- ONE. Feeding the Beast -- TWO. Ticking Time Bomb -- THREE. Race to the Bottom -- FOUR. Too Big to Fail -- FIVE. End of Days -- SIX. In Bed with the Fed -- SEVEN. How Others Do It -- EIGHT. How to Reform a Broken System -- NINE. Chasing the Dragon -- Epilogue -- Appendix: Timeline of U.S. Housing Finance Milestones -- Notes -- Glossary -- Index |
Record Nr. | UNINA-9910785578803321 |
Acharya Viral V. | ||
Princeton, : Princeton University Press, c2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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