Documents disponibles d'aquesta editorial

Managing investment portfolios workbook (cop. 2007)

Públic ISBD Acompanya Managing investment portfolios (2007) Títol : Managing investment portfolios workbook : a dynamic process Tipus de document : text imprès Autors : John L. Maginn, Editor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2007 Col·lecció : CFA Institute investment series Nombre de pàgines : viii, 230 p. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-470-10493-4 Idioma : Anglès (eng) Matèries : Gestió de cartera -- Problemes, exercicis, etc. Classificació : 75(POR) Gestió de carteres Resum : In the Third Edition of Managing Investment Portfolios, financial experts John Maginn, Donald Tuttle, Jerald Pinto, and Dennis McLeavey provide complete coverage of the most important issues surrounding modern portfolio management. Now, in Managing Investment Portfolios Workbook, Third Edition, they offer you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. Vista prèvia a Google Books : http://books.google.es/books?id=X8vIHGECWyAC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Acompanya Managing investment portfolios (2007) Managing investment portfolios workbook : a dynamic process [text imprès] / John L. Maginn, Editor . - Hoboken : John Wiley & Sons, cop. 2007 . - viii, 230 p. ; 26 cm. - (CFA Institute investment series) . ISBN : 978-0-470-10493-4 Idioma : Anglès (eng) Matèries : Gestió de cartera -- Problemes, exercicis, etc. Classificació : 75(POR) Gestió de carteres Resum : In the Third Edition of Managing Investment Portfolios, financial experts John Maginn, Donald Tuttle, Jerald Pinto, and Dennis McLeavey provide complete coverage of the most important issues surrounding modern portfolio management. Now, in Managing Investment Portfolios Workbook, Third Edition, they offer you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. Vista prèvia a Google Books : http://books.google.es/books?id=X8vIHGECWyAC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113318	75(POR) Man	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Financial risk management / Steven Allen (cop. 2003)

Públic ISBD Títol : Financial risk management : a practitioner's guide to managing market and credit risk Tipus de document : text imprès Autors : Steven Allen, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2003 Col·lecció : Wiley finance series Nombre de pàgines : xxi, 393 p. Dimensions : 24 cm Material d'acompanyament : 1 disc òptic (CD-ROM) ISBN/ISSN/DL : 978-0-471-21977-4 Nota general : Inclou índex i bibliografia Requeriments del sistema pel disc d'acompanyament: PC compatible amb IBM; Windows 95 o superior; unitat lectora de CD-ROM; Microsoft Word 97; Microsoft Excel 97 o superior Idioma : Anglès (eng) Matèries : Finances Gestió del risc Classificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Financial risk management : a practitioner's guide to managing market and credit risk [text imprès] / Steven Allen, Autor . - Hoboken : John Wiley & Sons, cop. 2003 . - xxi, 393 p. ; 24 cm + 1 disc òptic (CD-ROM). - (Wiley finance series) . ISBN : 978-0-471-21977-4 Inclou índex i bibliografia Requeriments del sistema pel disc d'acompanyament: PC compatible amb IBM; Windows 95 o superior; unitat lectora de CD-ROM; Microsoft Word 97; Microsoft Excel 97 o superior Idioma : Anglès (eng) Matèries : Finances Gestió del risc Classificació : 601.9 Risc Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113487	601.9 All	CD-Rom	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible
10111258	601.9 All	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Modeling, measuring and hedging operational risk / Marcelo G. Cruz (cop. 2002)

Públic ISBD Títol : Modeling, measuring and hedging operational risk Tipus de document : text imprès Autors : Marcelo G. Cruz, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2002 Col·lecció : Wiley finance series Nombre de pàgines : xiv, 330 p. ll. : il. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-471-51560-9 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió del risc Producció -- Control Classificació : 601.9 Risc Resum : Operational risk is an important, yet little explored, area within risk management. The need to model and measure the risks arising from operational errors and to allocate capital against them will be soon become a regulatory requirement for financial institutions. In this book, Marcelo Cruz provides a quantitative look at the subject, presenting several mathematical models that can be used and adapted to measure, manage and hedge operational risk. Based on the author's extensive experience, the book maps out state-of-the-art mathematical and statistical techniques that can be used to model operational risk. In addition, the book describes a variety of appropriate models that can be applied to specific structures or areas, including operational risk database modeling, stochastic models, statistical distributions for frequency and severity, extreme value theory, operational VaR models, artificial intelligence models, dynamic multifactor models, Bayesian analysis, Monte Carlo simulation, stress test/ scenario analysis, real options, state-space models and the Kalman filter, Markovian stochastic models and others. These models have been tested with real data in real operational events. Based on this experience, numerous examples are sited throughout. Modeling, Measuring and Hedging Operational Risk provides a complete quantitative reference for all those involved in modeling and managing operational risk as well as for those involved with developing hedging products for operational risk within insurance companies and derivatives houses. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Modeling, measuring and hedging operational risk [text imprès] / Marcelo G. Cruz, Autor . - Hoboken : John Wiley & Sons, cop. 2002 . - xiv, 330 p. : il. ; 26 cm. - (Wiley finance series) . ISBN : 978-0-471-51560-9 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió del risc Producció -- Control Classificació : 601.9 Risc Resum : Operational risk is an important, yet little explored, area within risk management. The need to model and measure the risks arising from operational errors and to allocate capital against them will be soon become a regulatory requirement for financial institutions. In this book, Marcelo Cruz provides a quantitative look at the subject, presenting several mathematical models that can be used and adapted to measure, manage and hedge operational risk. Based on the author's extensive experience, the book maps out state-of-the-art mathematical and statistical techniques that can be used to model operational risk. In addition, the book describes a variety of appropriate models that can be applied to specific structures or areas, including operational risk database modeling, stochastic models, statistical distributions for frequency and severity, extreme value theory, operational VaR models, artificial intelligence models, dynamic multifactor models, Bayesian analysis, Monte Carlo simulation, stress test/ scenario analysis, real options, state-space models and the Kalman filter, Markovian stochastic models and others. These models have been tested with real data in real operational events. Based on this experience, numerous examples are sited throughout. Modeling, Measuring and Hedging Operational Risk provides a complete quantitative reference for all those involved in modeling and managing operational risk as well as for those involved with developing hedging products for operational risk within insurance companies and derivatives houses. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10111259	601.9 Cru	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

An Arbitrage guide to financial markets / Robert Dubil (cop. 2004)

Públic ISBD Títol : An Arbitrage guide to financial markets Tipus de document : text imprès Autors : Robert Dubil, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2004 Col·lecció : Wiley finance series Nombre de pàgines : 331 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-470-85332-0 Idioma : Anglès (eng) Matèries : Inversions -- Matemàtica Mercats financers Risc Classificació : 5 Mercats financers. Borsa de valors Resum : An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simplicity and the commonalities of all markets. The book shuns stochastic calculus in favor of cash flow details of arbitrage trades. All math is simple, but there is lots of it. The book reflects the relative value mentality of an institutional trader seeking profit from misalignments of various market segments. The book is aimed at entrants into investment banking and dealing businesses, existing personnel in non-trading jobs, and people outside of the financial services industry trying to gain a view into what drives dealers in today’s highly integrated marketplace. A committed reader is guaranteed to leave with a deep understanding of all current issues. Vista prèvia a Google Books : http://books.google.es/books?id=EsBAMjI5glMC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 An Arbitrage guide to financial markets [text imprès] / Robert Dubil, Autor . - Hoboken : John Wiley & Sons, cop. 2004 . - 331 p. : il. ; 25 cm. - (Wiley finance series) . ISBN : 978-0-470-85332-0 Idioma : Anglès (eng) Matèries : Inversions -- Matemàtica Mercats financers Risc Classificació : 5 Mercats financers. Borsa de valors Resum : An Arbitrage Guide to Financial Markets is the first book to explicitly show the linkages of markets for equities, currencies, fixed income and commodities. Using a unique structural approach, it dissects all markets the same way: into spot, forward and contingent dimensions, bringing out the simplicity and the commonalities of all markets. The book shuns stochastic calculus in favor of cash flow details of arbitrage trades. All math is simple, but there is lots of it. The book reflects the relative value mentality of an institutional trader seeking profit from misalignments of various market segments. The book is aimed at entrants into investment banking and dealing businesses, existing personnel in non-trading jobs, and people outside of the financial services industry trying to gain a view into what drives dealers in today’s highly integrated marketplace. A committed reader is guaranteed to leave with a deep understanding of all current issues. Vista prèvia a Google Books : http://books.google.es/books?id=EsBAMjI5glMC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110428	5 Dub	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Applied C# in financial markets / Martin Worner (cop. 2004)

Públic ISBD Títol : Applied C# in financial markets Tipus de document : text imprès Autors : Martin Worner, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2004 Col·lecció : Wiley finance series Nombre de pàgines : xviii, 119 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-470-87061-7 Idioma : Anglès (eng) Matèries : C# (Llenguatge de programació) Finances -- Programes d'ordinador Classificació : M74 Informàtica Resum : Applied C# in Financial Markets covers all the aspects of C# relevant to practitioners working in financial sector. It contains a practical workshop which builds on the material in the book, guiding you through all the stages of building a multiple model options calculator. An accompanying website features examples, illustrations and solutions to the workshops and a downloadable application to complement the book. Vista prèvia a Google Books : http://books.google.es/books?id=9XuTzlVCkekC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Applied C# in financial markets [text imprès] / Martin Worner, Autor . - Hoboken : John Wiley & Sons, cop. 2004 . - xviii, 119 p. : il. ; 24 cm. - (Wiley finance series) . ISBN : 978-0-470-87061-7 Idioma : Anglès (eng) Matèries : C# (Llenguatge de programació) Finances -- Programes d'ordinador Classificació : M74 Informàtica Resum : Applied C# in Financial Markets covers all the aspects of C# relevant to practitioners working in financial sector. It contains a practical workshop which builds on the material in the book, guiding you through all the stages of building a multiple model options calculator. An accompanying website features examples, illustrations and solutions to the workshops and a downloadable application to complement the book. Vista prèvia a Google Books : http://books.google.es/books?id=9XuTzlVCkekC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110933	M74 Wor	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Market neutral strategies (cop. 2005)

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Swaps and other derivatives / Richard Flavell (cop. 2002)

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Credit derivatives and structured credit / Richard Bruyère (cop. 2006)

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Encyclopedia of chart patterns / Thomas N. Bulkowski (cop. 2005)

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Discounted cash flow / Lutz Kruschwitz (cop. 2006)

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Hedge hogging / Barton Biggs (cop. 2006)

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Inside volatility arbitrage / Alireza Javaheri (cop. 2005)

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SuperCash / James Altucher (cop. 2006)

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Using economic indicators to improve investment analysis / Evelina M. Tainer (cop. 2006)

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Credit derivatives & synthetic structures / Janet M. Tavakoli (cop. 2001)

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