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Économie financière --- --Finance, Public --- Puclic --- Puclic. --- Finance, Public --- Taxation --- finances publiques --- 336.1 --- Duties --- Fee system (Taxation) --- Tax policy --- Tax reform --- Taxation, Incidence of --- Taxes --- Revenue --- Cameralistics --- Public finance --- Currency question --- 336.1 Public finance, government finance in general --- Public finance, government finance in general --- openbare financien --- Finance --- Taxation. --- Public finances

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The JFQA publishes theoretical and empirical research in financial economics. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers.

Social security law --- Finance --- Social policy and particular groups --- Investments --- Finances --- Investissements --- Periodicals --- Mathematics --- Périodiques --- Mathématiques --- Finance. --- Financieel management. --- Kwantitatieve methoden. --- Mathematics. --- #ETEW:TSCAT --- -Investments --- -332.05 --- Investing --- Investment management --- Portfolio --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Funding --- Funds --- Economics --- Currency question --- Electronic information resources --- -Electronic information resources --- E-journals --- -Finance --- -Mathematics --- Business, Economy and Management --- Insurance and Investment --- Stocks and Shares --- Strategic Management & Business Policy --- Trade and Commerce --- Business, Economy and Management. --- Trade and Commerce. --- Périodiques --- Mathématiques --- CAMUNIPRE-E EBSCOBSP-E EJECONO EPUB-ALPHA-J EPUB-PER-FT JSTOR-E --- Mathematics of investment --- Business mathematics --- Banking, Finance & Investing. --- Quantitative Research. --- Business, management and economics --- Finance - Periodicals. --- Investments - Mathematics - Periodicals. --- Economie financière --- Analyse financière --- Finances.

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Colloques --- Colloquia --- Financieel management --- Investeringen --- Investissements --- Management financier --- Investissements de capitaux --- Entreprises --- Finances --- 336.714 --- 658.15 --- Capital investments --- Corporations --- -AA / International- internationaal --- 339.312.2 --- U40 Droit bancaire / Généralités - Bankrecht / Algemeenheden --- -Corporations --- -332.63 --- Eb1.e --- investissements --- recherche et developpement --- Business corporations --- C corporations --- Corporations, Business --- Corporations, Public --- Limited companies --- Publicly held corporations --- Publicly traded corporations --- Public limited companies --- Stock corporations --- Subchapter C corporations --- Business enterprises --- Corporate power --- Disincorporation --- Stocks --- Trusts, Industrial --- Capital expenditures --- Capital improvements --- Capital spending --- Fixed asset expenditures --- Plant and equipment investments --- Plant investments --- Investments --- Beleggingsmaatschappijen. Collectieve beleggingsfondsen. Investeringsmaatschappijen. Investment trusts. Holdingmaatschappijen --- Private financial management. Financial administration of enterprises --- Finance --- Maatstaven voor de beslissingen van investeringen. --- -investeringen --- onderzoek en ontwikkeling --- 658.15 Private financial management. Financial administration of enterprises --- 336.714 Beleggingsmaatschappijen. Collectieve beleggingsfondsen. Investeringsmaatschappijen. Investment trusts. Holdingmaatschappijen --- Maatstaven voor de beslissingen van investeringen --- 340 --- économie financière --- financiële economie --- economie --- économie --- -Capital investments --- -Finance --- -Investissements de capitaux

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This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.

AA / International- internationaal --- 305.970 --- 333.451.3 --- 333.605 --- 333.647 --- 305.6 --- Derivative securities --- 332.632 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Deviezenarbitrage. --- Nieuwe financiële instrumenten. --- Optiemarkt. --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen. --- Derivative securities. --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Deviezenarbitrage --- Nieuwe financiële instrumenten --- Optiemarkt --- Instruments financiers --- Business, Economy and Management --- Economics --- Marché à terme --- Option --- Economie financiere --- Produits derives

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La crise financière a révélé au grand jour les limites de la théorie économique : celle-ci n’a su ni prévoir les désordres à venir, ni même simplement nous mettre en garde contre de possibles instabilités. Cet aveuglement est le signe d’un profond dysfonctionnement qui exige plus qu’un simple replâtrage pour être corrigé : un renouvellement radical des méthodes et des concepts, au premier rang desquels celui de valeur économique. Pour le dire simplement, les économistes conçoivent la valeur, que ce soit celle des marchandises ou celle des titres financiers, comme ayant la nature d’une grandeur objective qui s’impose aux acteurs et à leurs interactions, à la manière d’une force naturelle. Ceci est apparent dans le domaine financier au travers des formules mathématiques que calculent les économistes pour établir la juste évaluation des actifs. La crise a montré que ces formules n’étaient pas fiables. Cela ne tient pas à une insuffisante habileté à mener des calculs complexes mais à la nature même de la question posée. Il n’existe pas une juste valeur, ni pour les marchandises, ni pour les titres, mais différents prix possibles en fonction des intérêts et des croyances. À partir de ce nouveau cadre d'analyse, c'est toute la science économique qu'il s'agit de refonder.

Value --- Value analysis (Cost control) --- Capital market --- Valeur --- Analyse de la valeur --- Marché financier --- Economic forecasting --- BPB1205 --- Crise financière --- Formation des prix --- Analyse économique --- AA / International- internationaal --- 380.20 --- 380.1 --- 330.00 --- crise financiere --- economische theorieen --- waarde --- Financiële crisis --- Prijsvorming --- Economische analyse --- Prijstheorieën: algemeenheden. --- Waardeleer. --- Economische en sociale theorieën: algemeenheden. --- financiele crisis --- theories economiques --- valeur --- Value. --- Economics. --- Marché financier --- Economie financière --- Monnaie fiduciaire --- troc --- Economics --- Standard of value --- Cost --- Exchange --- Wealth --- Prices --- Supply and demand --- Economic theory --- Political economy --- Social sciences --- Economic man --- formazione dei prezzi --- formación de precios --- tvorba ceny --- kształtowanie cen --- διαμόρφωση τιμών --- hinnakujundus --- formação de preços --- prijsvorming --- tvorba cen --- Preisbildung --- ценообразуване --- prisdannelse --- формирање цени --- cenu veidošana --- formazzjoni tal-prezzijiet --- stabilirea prețurilor --- formim çmimi --- образовање цена --- price formation --- formiranje cijena --- prisbildning --- árképzés --- oblikovanje cen --- kainodara --- hinnanmuodostus --- mecanismo de preços --- meccanismo dei prezzi --- hinnamehhanism --- hinna kujunemine --- mécanisme des prix --- mecanismo de precios --- одредување цени --- prismekanism --- μηχανισμός των τιμών --- механизам за одредување на цените --- određivanje cijena --- sustav određivanja cijena --- pricing mechanism --- árképzési mechanizmus --- mekanizëm i përcaktimit të çmimit --- cenový mechanismus --- hinnoittelujärjestelmä --- prismekanisme --- cenový mechanizmus --- prijsmechanisme --- kainodaros mechanizmas --- mecanismul prețurilor --- Preismechanismus --- ekonomska analiza --- economische analyse --- közgazdasági elemzés --- taloudellinen analyysi --- majandusanalüüs --- análise económica --- ekonomická analýza --- analiză economică --- analiżi ekonomika --- ekonomisk analys --- analiza ekonomiczna --- ekonomiskā analīze --- ekonominė analizė --- análisis económico --- Wirtschaftsanalyse --- οικονομική ανάλυση --- economic analysis --- analizë ekonomike --- økonomisk analyse --- економска анализа --- analisi economica --- икономически анализ --- majanduse hindamine --- analiza gospodarskih aktivnosti --- analyse van de economische activiteit --- istraživanje gospodarstva --- οικονομική εκτίμηση --- stima economica --- economic study --- οικονομική μελέτη --- ekonomisk utvärdering --- taloudellinen arviointi --- økonomisk vurdering --- gazdasági elemzés --- ekonomické hodnocení --- ekonomiskie pētījumi --- rozbor hospodářské činnosti --- ανάλυση δραστηριοτήτων --- vlerësim ekonomik --- analýza hospodárskych činností --- avaliação económica --- évaluation économique --- Wirtschaftsstudie --- ekonomiskās darbības analīze --- valutazione economica --- studio economico --- gospodarska analiza --- evaluación económica --- ekonomiskais novērtējums --- analyysi taloudellisesta toiminnasta --- estudo económico --- gospodarska studija --- majandustegevuse hindamine --- ekonomické hodnotenie --- analiza activității economice --- analys av ekonomisk aktivitet --- ekonomická studie --- a gazdasági tevékenység elemzése --- estudio económico --- economic evaluation --- majandustegevuse analüüs --- analisi delle attività --- gazdasági tanulmány --- анализа на економски активности --- Aktivitätsanalyse --- ekonominis įvertinimas --- taloudellinen tutkimus --- studim ekonomik --- ekonominiai tyrimai --- studiu economic --- ökonomische Analyse --- ekonomická štúdia --- étude économique --- analizë e veprimtarisë ekonomike --- análise de atividade --- wirtschaftliche Bewertung --- analysis of economic activity --- economische studie --- ekonomisk studie --- economische evaluatie --- evaluare economică --- valoración económica --- aktivitetsanalyse --- analyse d'activité --- ekonominės veiklos analizė --- gazdasági értékelés --- Economische en sociale theorieën: algemeenheden --- Waardeleer --- Prijstheorieën: algemeenheden --- praghasmhúnlú --- anailís eacnamaíoch --- Économie politique --- Economic forecasting - 21st century --- Analyse économique