Valors

Asset pricing / John H. Cochrane (cop. 2001)

Públic ISBD Títol : Asset pricing Tipus de document : text imprès Autors : John H. Cochrane, Autor Editorial : Princeton : Princeton University Press Data de publicació : cop. 2001 Nombre de pàgines : xvi, 530 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-691-07498-6 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Valors Classificació : 73 Inversió no material. Mercat de capitals Resum : Every day, the financial markets bravely price trillions of dollars in such risky securities as stocks, bonds, options, futures, and derivatives. The systematic determination of their values--asset pricing--has developed dramatically in the last few years due to advances in financial theory and econometrics. In one of the most highly anticipated books in financial economics, John Cochrane unifies and brings this science up to date for the benefit of advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macroeconomic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption-based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discount factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work andearlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook for advanced graduate students, this book condenses and advances recent scholarship in financial economics. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=6 Asset pricing [text imprès] / John H. Cochrane, Autor . - Princeton : Princeton University Press, cop. 2001 . - xvi, 530 p. : il., gràf. ; 24 cm. ISBN : 978-0-691-07498-6 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Anàlisi financera Valors Classificació : 73 Inversió no material. Mercat de capitals Resum : Every day, the financial markets bravely price trillions of dollars in such risky securities as stocks, bonds, options, futures, and derivatives. The systematic determination of their values--asset pricing--has developed dramatically in the last few years due to advances in financial theory and econometrics. In one of the most highly anticipated books in financial economics, John Cochrane unifies and brings this science up to date for the benefit of advanced students and professionals. Cochrane traces the pricing of all assets back to a single idea--price equals expected discounted payoff--that captures the macroeconomic risks underlying each security's value. By using a single, stochastic discount factor rather than a separate set of tricks for each asset class, Cochrane builds a unified account of modern asset pricing. He presents applications to stocks, bonds, and options. Each model--consumption-based, CAPM, multifactor, term structure, and option pricing--is derived as a different specification of the discount factor. The discount factor framework also leads to a state-space geometry for mean-variance frontiers and asset pricing models. It puts payoffs in different states of nature on the axes rather than mean and variance of return, leading to a new and conveniently linear geometrical representation of asset pricing ideas. Cochrane approaches empirical work with the Generalized Method of Moments, which studies sample average prices and discounted payoffs to determine whether price does equal expected discounted payoff. He translates between the discount factor, GMM, and state-space language and the beta, mean-variance, and regression language common in empirical work andearlier theory. The book also includes a review of recent empirical work on return predictability, value and other puzzles in the cross section, and equity premium puzzles and their resolution. Written to be a summary for academics and professionals as well as a textbook for advanced graduate students, this book condenses and advances recent scholarship in financial economics. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=6

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110864	73 Coc	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Beating the Street / Peter Lynch (cop. 1993)

Públic ISBD Títol : Beating the Street Tipus de document : text imprès Autors : Peter Lynch, Autor ; John Rothchild, Autor Editorial : New York : Simon & Schuster Data de publicació : cop. 1993 Nombre de pàgines : 318 p. ll. : il., gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-671-75915-5 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Societats d'inversions Valors Classificació : 73 Inversió no material. Mercat de capitals Resum : An important key to investing, Lynch says, is to remember that stocks are not lottery tickets. There's a company behind every stock and a reason companies -- and their stocks -- perform the way they do. In this book, newly revised and updated for the paperback edition, Peter Lynch shows you how you can become an expert in a company and how you can build a profitable investment portfolio, based on your own experience and insights and on straightforward do-it-yourself research. There's no reason the individual investor can't match wits with the experts, and this book will show you how. Vista prèvia a Google Books : http://books.google.es/books?id=80wxjQuGCVYC&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 Beating the Street [text imprès] / Peter Lynch, Autor ; John Rothchild, Autor . - New York : Simon & Schuster, cop. 1993 . - 318 p. : il., gràf. ; 24 cm. ISBN : 978-0-671-75915-5 Inclou índex Idioma : Anglès (eng) Matèries : Societats d'inversions Valors Classificació : 73 Inversió no material. Mercat de capitals Resum : An important key to investing, Lynch says, is to remember that stocks are not lottery tickets. There's a company behind every stock and a reason companies -- and their stocks -- perform the way they do. In this book, newly revised and updated for the paperback edition, Peter Lynch shows you how you can become an expert in a company and how you can build a profitable investment portfolio, based on your own experience and insights and on straightforward do-it-yourself research. There's no reason the individual investor can't match wits with the experts, and this book will show you how. Vista prèvia a Google Books : http://books.google.es/books?id=80wxjQuGCVYC&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
10110231	73 Lyn	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

CAIA level I / Mark Jonathan Paul Anson (cop. 2009)

Públic ISBD Títol : CAIA level I : an introduction to core topics in alternative investments Tipus de document : text imprès Autors : Mark Jonathan Paul Anson, Autor ; CAIA Association Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2009 Col·lecció : Chartered alternative investment analyst series Nombre de pàgines : xix, 645 p. ll. : il., gràf. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-470-44702-4 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió de cartera Inversions Valors Classificació : 75(POR) Gestió de carteres Resum : The official study text for the Level I Chartered Alternative Investment Analyst (CAIA) exam The Chartered Alternative Investment Analyst (CAIA) designation is the financial industry's first and only globally recognized program that prepares professionals to deal with the ever-growing field of alternative investments. The CAIA Level I: An Introduction to Core Topics in Alternative Investments contains all material on alternative investments that a potential Level I candidate would need to know as they prepare for the exam. The information found here will help you build a solid foundation in both traditional and alternative investment markets-for example, the range of statistics that are used to define investment performance as well as the many types of hedge fund strategies. It will also inform CAIA candidates on how to identify and describe aspects of financial markets, develop reasoning skills, and in some cases, make computations necessary to solve business problems. Vista prèvia a Google Books : http://books.google.es/books?id=Hqgyll9MgkcC&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 CAIA level I : an introduction to core topics in alternative investments [text imprès] / Mark Jonathan Paul Anson, Autor ; CAIA Association . - Hoboken : John Wiley & Sons, cop. 2009 . - xix, 645 p. : il., gràf. ; 26 cm. - (Chartered alternative investment analyst series) . ISBN : 978-0-470-44702-4 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió de cartera Inversions Valors Classificació : 75(POR) Gestió de carteres Resum : The official study text for the Level I Chartered Alternative Investment Analyst (CAIA) exam The Chartered Alternative Investment Analyst (CAIA) designation is the financial industry's first and only globally recognized program that prepares professionals to deal with the ever-growing field of alternative investments. The CAIA Level I: An Introduction to Core Topics in Alternative Investments contains all material on alternative investments that a potential Level I candidate would need to know as they prepare for the exam. The information found here will help you build a solid foundation in both traditional and alternative investment markets-for example, the range of statistics that are used to define investment performance as well as the many types of hedge fund strategies. It will also inform CAIA candidates on how to identify and describe aspects of financial markets, develop reasoning skills, and in some cases, make computations necessary to solve business problems. Vista prèvia a Google Books : http://books.google.es/books?id=Hqgyll9MgkcC&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
10112919	75(POR) Cai	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

CAIA level II (cop. 2009)

Públic ISBD Títol : CAIA level II : advanced core topics in alternative investments Tipus de document : text imprès Autors : Kathryn Wilkens-Christopher, Editor ; Melissa Donohue, Autor ; CAIA Association Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2009 Col·lecció : Chartered alternative investment analyst series Nombre de pàgines : xix, 450 p. ll. : il., gràf. Dimensions : 26 cm ISBN/ISSN/DL : 978-0-470-69426-8 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió de cartera Inversions Valors Classificació : 75(POR) Gestió de carteres Resum : Sponsored by the CAIA Association, the Chartered Alternative Investment Analyst (CAIA) program consists of a two-tier exam process (Level I and Level II) through which you may earn the CAIA charter. The Level I exam challenges your understanding of the alternative investment market's tools and terms, and tests your knowledge of various trading strategies and performance measurements. The Level II exam assesses how you would apply the knowledge and analytics learned in Level I within an asset allocation framework. CAIA Level II: Advanced Core Topics in Alternative Investments contains virtually all of the material on alternative investments that potential Level II candidates would need to know as they prepare for the exam—a multifaceted assembly of questions and problem-solving tasks. Since the tools and terms introduced in Level I provide the basis for the second level of this program, the information found here will continue to focus on alternative investments—hedge funds, private equity, commodities and managed futures, and credit derivatives—but in greater depth and in the context of risk management and asset allocation. Whether you're a seasoned professional looking to explore new areas within the alternative investment arena or a new industry participant seeking to establish a solid understanding of alternative investments, CAIA Level II: Advanced Core Topics in Alternative Investments is the best way to achieve these goals, and the smartest way to prepare for such a demanding exam. Take your first steps toward attaining the CAIA charter by picking up CAIA Level I: An Introduction to Core Topics in Alternative Investments. Vista prèvia a Google Books : http://books.google.es/books?id=eSZkXZjpPtYC&lpg=PA344&hl=es&pg=PA344#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=2 CAIA level II : advanced core topics in alternative investments [text imprès] / Kathryn Wilkens-Christopher, Editor ; Melissa Donohue, Autor ; CAIA Association . - Hoboken : John Wiley & Sons, cop. 2009 . - xix, 450 p. : il., gràf. ; 26 cm. - (Chartered alternative investment analyst series) . ISBN : 978-0-470-69426-8 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió de cartera Inversions Valors Classificació : 75(POR) Gestió de carteres Resum : Sponsored by the CAIA Association, the Chartered Alternative Investment Analyst (CAIA) program consists of a two-tier exam process (Level I and Level II) through which you may earn the CAIA charter. The Level I exam challenges your understanding of the alternative investment market's tools and terms, and tests your knowledge of various trading strategies and performance measurements. The Level II exam assesses how you would apply the knowledge and analytics learned in Level I within an asset allocation framework. CAIA Level II: Advanced Core Topics in Alternative Investments contains virtually all of the material on alternative investments that potential Level II candidates would need to know as they prepare for the exam—a multifaceted assembly of questions and problem-solving tasks. Since the tools and terms introduced in Level I provide the basis for the second level of this program, the information found here will continue to focus on alternative investments—hedge funds, private equity, commodities and managed futures, and credit derivatives—but in greater depth and in the context of risk management and asset allocation. Whether you're a seasoned professional looking to explore new areas within the alternative investment arena or a new industry participant seeking to establish a solid understanding of alternative investments, CAIA Level II: Advanced Core Topics in Alternative Investments is the best way to achieve these goals, and the smartest way to prepare for such a demanding exam. Take your first steps toward attaining the CAIA charter by picking up CAIA Level I: An Introduction to Core Topics in Alternative Investments. Vista prèvia a Google Books : http://books.google.es/books?id=eSZkXZjpPtYC&lpg=PA344&hl=es&pg=PA344#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
10112920	75(POR) Cai	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Cuotas participativas / José F. San Román (2004)

Públic ISBD Títol : Cuotas participativas : implicaciones en los mercados de capitales Tipus de document : text imprès Autors : José F. San Román, Autor ; Lehman Brothers, Editor ; Col·legi d'Economistes de Catalunya Editorial : [s.l.] : Lehman Brothers Data de publicació : 2004 Nombre de pàgines : 45 p. ll. : il. col. Dimensions : 28 cm Nota general : A la coberta: Presentaciónn a Col·legi d'Economistes de Catalunya Idioma : Castellà (spa) Matèries : Valors Classificació : 53 Valors. Títols Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Cuotas participativas : implicaciones en los mercados de capitales [text imprès] / José F. San Román, Autor ; Lehman Brothers, Editor ; Col·legi d'Economistes de Catalunya . - [s.l.] : Lehman Brothers, 2004 . - 45 p. : il. col. ; 28 cm. A la coberta: Presentaciónn a Col·legi d'Economistes de Catalunya Idioma : Castellà (spa) Matèries : Valors Classificació : 53 Valors. Títols 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
10111390	53 San	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Curso básico sobre valores mobiliarios (cop. 1973)

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

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Financial market analysis / David Blake (cop. 2000)

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An introduction to equity markets (1999)

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Invertir, Bolsa y Mercados: Mitos, anécdotas y realidades / Carbonell, Jaume (2022)

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Investment / Robert C. Radcliffe (1990)

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Security analysis and portfolio management / Donald E. Fischer (cop. 1987)

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Understanding investments / Nikiforos Laopodis (cop. 2013)

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