MARC details
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02604 a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UNISSA |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240520151941.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
240520b |||||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UNISSA |
| Transcribing agency |
UNISSA |
| 245 ## - TITLE STATEMENT |
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| Title |
Annals of Finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer |
| 264 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
(Volume 20, Issue 1)<br/>• Affine Heston model style with self-exciting jumps and long memory<br/>• How does soft information on the causes of default affect debt renegotiation? The Italian evidence<br/>• On certain representations of pricing functionals<br/>• Skewness-seeking behavior and financial investments<br/> |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
(Volume 19, Issue 4, December 2023)<br/>• The kind of silence: managing a reputation for voluntary disclosure in financial markets<br/>• The value of expected return persistence<br/>• Nonparametric estimates of option prices via Hermite basis functions<br/>• Robustness and sensitivity analyses of rough Volterra stochastic volatility models<br/>• What can monetary policy tell us about Bitcoin?<br/> |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
(Volume 19, Issue 3, September 2023)<br/>• Co-jumps and recursive preferences in portfolio choices<br/>• A compositional analysis of systemic risk in European financial institutions<br/><br/>• Sentiment-based indicators of real estate market stress and systemic risk: international evidence<br/>• Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits<br/><br/>• The no-arbitrage pricing of non-traded assets<br/><br/> |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
(Volume 19, Issue 2<br/>June 2023)<br/>o No-arbitrage conditions and pricing from discrete-time to continuous-time strategies<br/>o Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks<br/><br/>o Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?<br/><br/>o A behavioral approach to inconsistencies in intertemporal choices with the Analytic Hierarchy Process methodology<br/><br/>o Drawdown risk measures for asset portfolios with high frequency data<br/> |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
(Volume 19, Issue 1, March 2023)<br/>o The valuation of corporations: a derivative pricing perspective<br/><br/>o The optimal financing of a conglomerate firm with hidden information and costly state verification<br/><br/>o Uncertainty in firm valuation and a cross-sectional misvaluation measure<br/><br/>o The market value of SMEs: a comparative study between private and listed firms in alternative stock markets<br/><br/>o Delta-hedging in fractional volatility models<br/><br/> |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://link.springer.com/journal/10436/volumes-and-issues">https://link.springer.com/journal/10436/volumes-and-issues</a> |
| Link text |
Click here for online journal (Springer) |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Koha item type |
E-Journal |
| Source of classification or shelving scheme |
Library of Congress Classification |
