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Accounting for derivatives and hedging activities / / Frank J. Beil
| Accounting for derivatives and hedging activities / / Frank J. Beil |
| Autore | Beil Frank J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
| Descrizione fisica | 1 online resource (164 p.) |
| Disciplina | 332.645 |
| Collana | Financial accounting and auditing collection |
| Soggetto topico |
Derivative securities - Accounting
Hedge funds - Accounting |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
derivatives
hedges hedging financial instruments foreign currency hedge effectiveness cash flows fair value forwards options futures swaps interest rate derivatives |
| ISBN | 1-60649-591-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Examples index -- 1. Financial reporting implications -- 2. Hedge criteria and hedge effectiveness -- 3. Accounting for fair value hedges -- 4. Cash flow hedges -- 5. Foreign currency hedges -- 6. Presentation and disclosure -- Appendix 1. Scope issues -- Appendix 2. Embedded derivatives -- Notes -- Index. |
| Record Nr. | UNINA-9910452434303321 |
Beil Frank J.
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| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Accounting for derivatives and hedging activities / / Frank J. Beil
| Accounting for derivatives and hedging activities / / Frank J. Beil |
| Autore | Beil Frank J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
| Descrizione fisica | 1 online resource (164 p.) |
| Disciplina | 332.645 |
| Collana | Financial accounting and auditing collection |
| Soggetto topico |
Derivative securities - Accounting
Hedge funds - Accounting |
| Soggetto non controllato |
derivatives
hedges hedging financial instruments foreign currency hedge effectiveness cash flows fair value forwards options futures swaps interest rate derivatives |
| ISBN | 1-60649-591-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Examples index -- 1. Financial reporting implications -- 2. Hedge criteria and hedge effectiveness -- 3. Accounting for fair value hedges -- 4. Cash flow hedges -- 5. Foreign currency hedges -- 6. Presentation and disclosure -- Appendix 1. Scope issues -- Appendix 2. Embedded derivatives -- Notes -- Index. |
| Record Nr. | UNINA-9910790522403321 |
|
Beil Frank J.
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Accounting for derivatives and hedging activities / / Frank J. Beil
| Accounting for derivatives and hedging activities / / Frank J. Beil |
| Autore | Beil Frank J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
| Descrizione fisica | 1 online resource (164 p.) |
| Disciplina | 332.645 |
| Collana | Financial accounting and auditing collection |
| Soggetto topico |
Derivative securities - Accounting
Hedge funds - Accounting |
| Soggetto non controllato |
derivatives
hedges hedging financial instruments foreign currency hedge effectiveness cash flows fair value forwards options futures swaps interest rate derivatives |
| ISBN | 1-60649-591-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Examples index -- 1. Financial reporting implications -- 2. Hedge criteria and hedge effectiveness -- 3. Accounting for fair value hedges -- 4. Cash flow hedges -- 5. Foreign currency hedges -- 6. Presentation and disclosure -- Appendix 1. Scope issues -- Appendix 2. Embedded derivatives -- Notes -- Index. |
| Record Nr. | UNINA-9910810819403321 |
|
Beil Frank J.
|
||
| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
CO2-Emissionszertifikate - Preismodellierung und Derivatebewertung
| CO2-Emissionszertifikate - Preismodellierung und Derivatebewertung |
| Autore | Wagner Michael W |
| Pubbl/distr/stampa | KIT Scientific Publishing, 2007 |
| Descrizione fisica | 1 electronic resource (XII, 201 p. p.) |
| Soggetto non controllato |
derivatives
Modellierung valuation Preismodellierung DerivateCO2 emission certificates price modelling Kohlendioxidemission Derivate HandelCO2-Emissionszertifikate Contingent Valuation Bewertung |
| ISBN | 1000006959 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Record Nr. | UNINA-9910346938803321 |
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Wagner Michael W
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| KIT Scientific Publishing, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational Finance
| Computational Finance |
| Autore | Stentoft Lars |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (259 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
insurance
Solvency II risk-neutral models computational finance asset pricing models overnight price gaps financial econometrics mean-reversion statistical arbitrage high-frequency data jump-diffusion model instantaneous volatility directional-change seasonality forex bitcoin S& P500 risk management drawdown safe assets securitisation dealer behaviour liquidity bid–ask spread least-squares Monte Carlo put-call symmetry regression simulation algorithmic trading market quality defined contribution plan probability of shortfall quadratic shortfall dynamic asset allocation resampled backtests stochastic covariance 4/2 model option pricing risk measures American options exercise boundary Monte Carlo multiple exercise options dynamic programming stochastic optimal control asset pricing calibration derivatives hedging multivariate models volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557767003321 |
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Stentoft Lars
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie
| Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2012 |
| Descrizione fisica | 1 online resource (114 p.) |
| Disciplina | 332.64/3 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Over-the-counter markets
Capital assets pricing model |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
Bellman's principle
OTC market OTC trades asset pricing credit risk debt derivatives equilibrium bargaining equilibrium search federal funds market federal loans global financial crisis information exchange interbank market intraday allocation large numbers market opaqueness over-the-counter market percolation posterior beliefs private information random matching repurchase search models supply shocks trading transparency |
| ISBN |
1-283-33986-2
9786613339867 1-4008-4051-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Preface -- Chapter 1. Over-the- Counter Markets -- Chapter 2. The Case of Federal Funds Lending -- Chapter 3. Search for Counterparties -- Chapter 4. A Simple OTC Pricing Model -- Chapter 5 Information Percolation in OTC Markets -- Appendix A. Foundations for Random Matching -- Appendix B. Counting Processes -- Bibliography -- Index |
| Record Nr. | UNINA-9910457897503321 |
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Duffie Darrell
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| Princeton, : Princeton University Press, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie
| Dark markets [[electronic resource] ] : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2012 |
| Descrizione fisica | 1 online resource (114 p.) |
| Disciplina | 332.64/3 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Over-the-counter markets
Capital assets pricing model |
| Soggetto non controllato |
Bellman's principle
OTC market OTC trades asset pricing credit risk debt derivatives equilibrium bargaining equilibrium search federal funds market federal loans global financial crisis information exchange interbank market intraday allocation large numbers market opaqueness over-the-counter market percolation posterior beliefs private information random matching repurchase search models supply shocks trading transparency |
| ISBN |
1-283-33986-2
9786613339867 1-4008-4051-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Preface -- Chapter 1. Over-the- Counter Markets -- Chapter 2. The Case of Federal Funds Lending -- Chapter 3. Search for Counterparties -- Chapter 4. A Simple OTC Pricing Model -- Chapter 5 Information Percolation in OTC Markets -- Appendix A. Foundations for Random Matching -- Appendix B. Counting Processes -- Bibliography -- Index |
| Record Nr. | UNINA-9910781565803321 |
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Duffie Darrell
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||
| Princeton, : Princeton University Press, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dark markets : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie
| Dark markets : asset pricing and information transmission in over-the-counter markets / / Darrell Duffie |
| Autore | Duffie Darrell |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2012 |
| Descrizione fisica | 1 online resource (114 p.) |
| Disciplina | 332.64/3 |
| Collana | Princeton lectures in finance |
| Soggetto topico |
Over-the-counter markets
Capital assets pricing model |
| Soggetto non controllato |
Bellman's principle
OTC market OTC trades asset pricing credit risk debt derivatives equilibrium bargaining equilibrium search federal funds market federal loans global financial crisis information exchange interbank market intraday allocation large numbers market opaqueness over-the-counter market percolation posterior beliefs private information random matching repurchase search models supply shocks trading transparency |
| ISBN |
1-283-33986-2
9786613339867 1-4008-4051-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Tables -- Figures -- Preface -- Chapter 1. Over-the- Counter Markets -- Chapter 2. The Case of Federal Funds Lending -- Chapter 3. Search for Counterparties -- Chapter 4. A Simple OTC Pricing Model -- Chapter 5 Information Percolation in OTC Markets -- Appendix A. Foundations for Random Matching -- Appendix B. Counting Processes -- Bibliography -- Index |
| Record Nr. | UNINA-9910826652303321 |
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Duffie Darrell
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| Princeton, : Princeton University Press, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Synthesis, Study and Utilization of Natural Products
| Synthesis, Study and Utilization of Natural Products |
| Autore | Drasar Pavel B |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (234 p.) |
| Soggetto non controllato |
varioxiranol A
natural enantiomer ribosomally synthesized triterpenoids apo-CpcB water resistance radical scavenger bardoxolone methyl antioxidant activity octadecanoid derivatives inhibitor chlorogenic acid biosynthesis microbial biosynthesis flow cytometry adhesive phycocyanin antioxidant anticancer drug resource chemistry ginkgolide anti-inflammation salt stress polyphenol synthesis of natural products rheumatoid arthritis PEGylated purpurin 18 photosensitizer RiPP isosorbide bioactivity cell opening stilbene tea tussock moth flavonoids flexible polyurethane foam gene expression genetical transformation research progress oleic acid-elicited pharmacokinetic features phenolic acid Plantago depressa platelet-activating factor receptor photodynamic therapy fatty acid soy protein isolate apoptosis HepG2 cells cancer cells live-cell fluorescence microscopy tomato caffeoylquinic acids pinocembrin insect sex pheromone 4-epi-varioxiranol A natural products singlet oxygen total synthesis lipid-lowering effects reversible urethane linkages cytotoxicity bromelain Ramulus mori polysaccharides SlCOMT1 pharmacological activities absolute structure natural product mitochondria Emericella variecolor triglycidylamine Spirulina viscosity post-translationally modified peptides phototoxicity melatonin |
| ISBN | 3-03928-153-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910372783503321 |
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Drasar Pavel B
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch
| What hedge funds really do : an introduction to portfolio management / / Philip J. Romero and Tucker Balch |
| Autore | Romero Philip J. |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
| Descrizione fisica | 1 online resource (148 pages) |
| Disciplina | 332.6327 |
| Collana | Economics collection |
| Soggetto topico |
Hedge funds
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| Soggetto non controllato |
absolute return
active investment management arbitrage capital asset pricing model CAPM derivatives exchange traded funds ETF fat tails finance hedge funds hedging high-frequency trading HFT investing investment management long/short modern portfolio theory MPT optimization quant quantitative trading strategies portfolio construction portfolio management portfolio optimization trading trading strategies Wall Street |
| ISBN | 1-63157-090-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I. The basics -- 1. Introduction -- 2. So you want to be a hedge fund manager -- 3. An illustrative hedge fund strategy: arbitrage -- 4. Market-making mechanics -- 5. Introduction to company valuation -- Part II. Investing fundamentals: CAPM and EMH -- 6. How valuation is used by hedge funds -- 7. Framework for investing: the capital asset pricing model (CAPM) -- 8. The efficient market hypothesis (EMH), its three versions -- 9. The fundamental law of active portfolio management -- Part III. Market simulation and portfolio construction -- 10. Modern portfolio theory: the efficient frontier and portfolio optimization -- 11. Event studies -- 12. Overcoming data quirks to design trading strategies -- 13. Data sources -- 14. Back testing strategies -- Part IV. Case study and issues -- 15. Hedge fund case study: long term capital management (LTCM) -- 16. Opportunities and challenges for hedge funds -- Teaching cases -- Glossary -- Summary -- Index. |
| Record Nr. | UNINA-9910458929803321 |
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Romero Philip J.
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| New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
