Accions (Borsa) -- Models matemàtics

Equity valuation (cop. 2008)

Públic ISBD Títol : Equity valuation : models from leading investment banks Tipus de document : text imprès Autors : Jan Viebig, Editor ; Armin Varmaz, Editor ; Thorsten Poddig, Editor Editorial : Chichester : John Wiley & Sons Data de publicació : cop. 2008 Col·lecció : Wiley finance series Nombre de pàgines : xxvii, 409 p. ll. : il. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-470-03149-0 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Anàlisi financera -- Models matemàtics Gestió de cartera -- Models matemàtics Valoració -- Models matemàtics Classificació : 53 Valors. Títols Resum : Equity Valuation: Models from Leading Investment Banks is a clear and reader-friendly guide to how today’s leading investment banks analyze firms. Editors Jan Viebig, Thorsten Poddig and Armin Varmaz bring together expertise from Morgan Stanley, UBS, Credit Suisse, Goldman Sachs and DWS Investment GmbH, providing a unique analysis of leading equity valuation models, from the very individuals who use them. Filled with real world insights, practical examples and theoretical approaches, the book will examine the strengths and weaknesses of some of the leading valuation approaches, helping readers understand how analysts: - estimate cash flows - calculate discount rates - adjust for accounting distortions - take uncertainty into consideration Written for investment professionals, corporate managers, students and anyone interested in developing their understanding of this key area, Equity Valuation: Models from Leading Investment Banks will arm readers with the latest thinking and depth of knowledge necessary to make the right decisions in their valuation methodologies. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Equity valuation : models from leading investment banks [text imprès] / Jan Viebig, Editor ; Armin Varmaz, Editor ; Thorsten Poddig, Editor . - Hoboken : John Wiley & Sons, cop. 2008 . - xxvii, 409 p. : il. ; 26 cm. - (Wiley finance series) . ISBN : 978-0-470-03149-0 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Anàlisi financera -- Models matemàtics Gestió de cartera -- Models matemàtics Valoració -- Models matemàtics Classificació : 53 Valors. Títols Resum : Equity Valuation: Models from Leading Investment Banks is a clear and reader-friendly guide to how today’s leading investment banks analyze firms. Editors Jan Viebig, Thorsten Poddig and Armin Varmaz bring together expertise from Morgan Stanley, UBS, Credit Suisse, Goldman Sachs and DWS Investment GmbH, providing a unique analysis of leading equity valuation models, from the very individuals who use them. Filled with real world insights, practical examples and theoretical approaches, the book will examine the strengths and weaknesses of some of the leading valuation approaches, helping readers understand how analysts: - estimate cash flows - calculate discount rates - adjust for accounting distortions - take uncertainty into consideration Written for investment professionals, corporate managers, students and anyone interested in developing their understanding of this key area, Equity Valuation: Models from Leading Investment Banks will arm readers with the latest thinking and depth of knowledge necessary to make the right decisions in their valuation methodologies. 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
10112848	53 Equ	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Financial modeling of the equity market / Frank J. Fabozzi (cop. 2006)

Públic ISBD Títol : Financial modeling of the equity market : from CAPM to cointegration Tipus de document : text imprès Autors : Frank J. Fabozzi, Autor ; Sergio M. Focardi, Autor ; Petter N. Kolm, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2006 Col·lecció : Frank J. Fabozzi series Nombre de pàgines : xx, 651 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-471-69900-2 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Gestió de cartera -- Models matemàtics Classificació : 75(POR) Gestió de carteres Resum : An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 Financial modeling of the equity market : from CAPM to cointegration [text imprès] / Frank J. Fabozzi, Autor ; Sergio M. Focardi, Autor ; Petter N. Kolm, Autor . - Hoboken : John Wiley & Sons, cop. 2006 . - xx, 651 p. : il., gràf. ; 24 cm. - (Frank J. Fabozzi series) . ISBN : 978-0-471-69900-2 Inclou índex Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Gestió de cartera -- Models matemàtics Classificació : 75(POR) Gestió de carteres Resum : An inside look at modern approaches to modeling equity portfolios Financial Modeling of the Equity Market is the most comprehensive, up-to-date guide to modeling equity portfolios. The book is intended for a wide range of quantitative analysts, practitioners, and students of finance. Without sacrificing mathematical rigor, it presents arguments in a concise and clear style with a wealth of real-world examples and practical simulations. This book presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. It covers both static and dynamic factor analysis, regime shifts, long-run modeling, and cointegration. Estimation issues, including dimensionality reduction, Bayesian estimates, the Black-Litterman model, and random coefficient models, are also covered in depth. Important advances in transaction cost measurement and modeling, robust optimization, and recent developments in optimization with higher moments are also discussed. 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
10112873	75(POR) Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible
10111520	75(POR) Fab	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Quantitative financial economics / Keith Cuthbertson (2004)

Públic ISBD Títol : Quantitative financial economics : stocks, bonds and foreign exchange Tipus de document : text imprès Autors : Keith Cuthbertson, Autor ; Dirk Nitzsche, Autor Menció d'edició : 2nd ed. Editorial : Chichester : John Wiley & Sons Data de publicació : 2004 Nombre de pàgines : xiv, 720 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-470-09171-5 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Bons -- Models matemàtics Canvi exterior -- Models matemàtics Inversions -- Models matemàtics Classificació : M71.15 Econometria Resum : This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining ‘real-world’ issues. Vista prèvia a Google Books : http://books.google.es/books?id=iEQetzC6qZ0C&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 Quantitative financial economics : stocks, bonds and foreign exchange [text imprès] / Keith Cuthbertson, Autor ; Dirk Nitzsche, Autor  . -  2nd ed. . - Chichester : John Wiley & Sons, 2004 . - xiv, 720 p. : il. ; 25 cm. ISBN : 978-0-470-09171-5 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Bons -- Models matemàtics Canvi exterior -- Models matemàtics Inversions -- Models matemàtics Classificació : M71.15 Econometria Resum : This new edition of the hugely successful Quantitative Financial Economics has been revised and updated to reflect the most recent theoretical and econometric/empirical advances in the financial markets. It provides an introduction to models of economic behaviour in financial markets, focusing on discrete time series analysis. Emphasis is placed on theory, testing and explaining ‘real-world’ issues. Vista prèvia a Google Books : http://books.google.es/books?id=iEQetzC6qZ0C&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
10111416	M71.15 Cut	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Trading systems / Renato Di Lorenzo (cop. 2013)

Públic ISBD Títol : Trading systems : theory and immediate practice Tipus de document : text imprès Autors : Renato Di Lorenzo, Autor Editorial : Milan : Springer Data de publicació : cop. 2013 Col·lecció : Perspectives in business culture Nombre de pàgines : xvi, 232 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-88-470-2705-3 Nota general : Inclou bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Comerç electrònic de valors Sistemes, Teoria de Classificació : 54 Operacions de borsa Resum : For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso’s recorded voice without the hiss of time and wear. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them – starting with the more complicated – can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty. Vista prèvia a Google Books : http://books.google.es/books?id=DzaEqja6QysC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Trading systems : theory and immediate practice [text imprès] / Renato Di Lorenzo, Autor . - Milan : Springer, cop. 2013 . - xvi, 232 p. : il., gràf. ; 24 cm. - (Perspectives in business culture) . ISBN : 978-88-470-2705-3 Inclou bibliografia Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Models matemàtics Comerç electrònic de valors Sistemes, Teoria de Classificació : 54 Operacions de borsa Resum : For years, systems theory has been applied successfully in all fields of technology, but its impact on the world of finance has to date been limited. This book aims to rectify this situation. Readers will no longer be able to assert that money cannot be reliably earned on the financial markets: one might just as well say that man has never set foot on the moon or that, in the age of digital remastering, it is impossible to listen to Caruso’s recorded voice without the hiss of time and wear. The potential reader may be frightened by the number of formulas, but can be reassured that almost all of them – starting with the more complicated – can be skipped. What makes possible the miracle of guaranteed trading success are the worksheets and the codes for Internet platforms which provide functions that once had to be built with great difficulty. Vista prèvia a Google Books : http://books.google.es/books?id=DzaEqja6QysC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10114799	54 Dil	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible