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Money market. Capital market --- Finance --- Capital market --- Money market --- Mathematical models --- Mathematical models. --- Geldmarkt. Kapitaalmarkt --- Finance - Mathematical models --- Capital market - Mathematical models --- Money market - Mathematical models

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Conçu par des spécialistes réputés, ce manuel traite des concepts fondamentaux de l'évaluation des actifs financiers, de la théorie financière et des techniques à maîtriser pour exercer les métiers de la gestion de portefeuille. Ouvrage très complet, il présente en un seul volume les marchés et les trois types de produits financiers : produits de capital (actions), produits de taux (obligations), produits dérivés (futures, swaps, options). Ouvrage très pédagogique, il utilise de nombreux schémas, exemples et encadrés thématiques qui permettent d'assimiler facilement les notions abordées. À chaque fin de chapitre, vous pouvez mettre en pratique les connaissances acquises grâce aux questions de cours, aux exercices et aux études de cas. Le livre se compose de cinq parties. La 1ere partie porte sur le cadre institutionnel des marchés et sur les règles de constitution d'un portefeuille, tout en rappelant les éléments de la théorie financière. La 2e partie est dédiée aux titres de créance (concepts de base de l'évaluation des titres, déterminants de la volatilité et analyse des structures par termes des taux). La 3e partie est consacrée à l'évaluation des actions du point de vue du détenteur du titre. La 4e partie propose une analyse des principaux produits dérivés (méthodes d'évaluation et indicateurs de gestion). La 5e partie est consacrée à la structuration des portefeuilles et à l'appréciation de leur performance. Cette édition met l'accent sur la finance comportementale, les plateformes privées de cotations, la présentation des ordres boursiers, une introduction aux dérivés de crédit.

Portfolio management --- Stocks --- Capital market --- Mathematical models --- Gestion de portefeuille --- Actions de sociétés --- Marché financier --- Modèles mathématiques --- Modèles mathématiques. --- Modèles mathématiques. --- Mathematical models. --- Portfolio management - Mathematical models --- Stocks - Mathematical models --- Capital market - Mathematical models --- Actions de sociétés --- Marché financier

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This book describes a laboratory experiment designed to test the causes and properties of bubbles in financial markets and explores the question whether it is possible to design markets which avoid such bubbles and crashes. In the experiment, subjects were given the opportunity to trade in a stock market modeled after the seminal work of Smith et al. (1988). To account for the increasing importance of online betting sites, subjects were also allowed to trade in a digital option market. The outcomes shed new light on how subjects form and update their expectations, placing special emphasis on the bounded rationality of investors. Various analytical bubble measures found in the literature are collected, calculated, classified and presented for the first time. The very interesting new bubble measures "Dispersion Ratio", "Overpriced Transactions" and "Underpriced Transactions" are developed, making the book an important step towards the research goal of preventing bubbles and crashes in financial markets. In addition, the book formulates concrete new research hypotheses for future studies.

Capital market -- Mathematical models. --- Capital market. --- International finance -- Mathematical models. --- International finance. --- Finance - General --- Finance --- Business & Economics --- Assets (Accounting) --- Economics --- Methodology. --- Economics, Mathematical. --- Economic theory. --- Microeconomics. --- Macroeconomics. --- Economics. --- Macroeconomics/Monetary Economics//Financial Economics. --- Quantitative Finance. --- Economic Theory/Quantitative Economics/Mathematical Methods. --- Asset requirements --- Finance. --- Economic theory --- Political economy --- Social sciences --- Economic man --- Funding --- Funds --- Currency question --- Price theory --- Economics, Mathematical . --- Mathematical economics --- Econometrics --- Mathematics --- Methodology --- Econometrics. --- Macroeconomics and Monetary Economics. --- Mathematics in Business, Economics and Finance. --- Quantitative Economics. --- Mathematics. --- Economics, Mathematical --- Statistics

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Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This work brings together some of the main papers that have influenced this field, and shows that the development of this subject has been highly multidisciplinary.

AA / International- internationaal --- 305.91 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Stochastic processes. --- Finance --- Money market --- Capital market --- Money markets --- Financial institutions --- Money --- Random processes --- Probabilities --- Mathematical models. --- Stochastic processes --- Mathematical models --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- E-books --- Finance - Mathematical models. --- Money market - Mathematical models --- Capital market - Mathematical models --- Stochastic analysis. --- Econometric models.

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Financial economics, and the calculations of time and uncertainty derived from it, are playing an increasingly important role in non-finance areas, such as monetary and environmental economics. In this 2001 book, Professors Le Roy and Werner supply a rigorous yet accessible graduate-level introduction to this subfield of microeconomic theory and general equilibrium theory. Since students often find the link between financial economics and equilibrium theory hard to grasp, they devote less attention to purely financial topics such as calculation of derivatives, while aiming to make the connection explicit and clear in each stage of the exposition. Emphasis is placed on detailed study of two-date models, because almost all of the key ideas in financial economics can be developed in the two-date setting. In addition to rigorous analysis, substantial sections of discussion and examples are included to make the ideas readily understandable.

Money market. Capital market --- International finance --- Investments --- Finance --- Economics --- Securities --- Capital market --- Mathematical models --- Prices --- Investments. --- Investment & Speculation --- Business & Economics --- Mathematical models. --- Business, Economy and Management --- AA / International- internationaal --- 305.91 --- 333.600 --- 339.42 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Financiële markten. Kapitaalmarkten (algemeenheden). --- Financiële analyse. --- Economics, Mathematical --- Blue sky laws --- Capitalization (Finance) --- Investment securities --- Portfolio --- Scrip --- Securities law --- Underwriting --- Investment banking --- Prices&delete& --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Financiële markten. Kapitaalmarkten (algemeenheden) --- Financiële analyse --- Law and legislation --- E-books --- Marché financier --- Investments - Mathematical models --- Finance - Mathematical models --- Economics - Mathematical models --- Securities - Prices - Mathematical models --- Capital market - Mathematical models