Documents disponibles a la col·lecció

Valuation / Tim Koller (cop. 2000)

Públic ISBD Títol : Valuation : measuring and managing the value of companies Tipus de document : text imprès Autors : Tim Koller, Autor ; Thomas E. Copeland, Autor ; Jack Murrin, Autor Menció d'edició : 3rd ed. Editorial : New York : John Wiley & Sons Data de publicació : cop. 2000 Col·lecció : Wiley frontiers in finance Nombre de pàgines : xvi, 494 p. ll. : il., gràf. Dimensions : 26 cm. ISBN/ISSN/DL : 978-0-471-36190-9 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Empreses -- Valoració Classificació : 881.6 Reorganització financera. Valoració d'empreses Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Valuation : measuring and managing the value of companies [text imprès] / Tim Koller, Autor ; Thomas E. Copeland, Autor ; Jack Murrin, Autor  . -  3rd ed. . - New York : John Wiley & Sons, cop. 2000 . - xvi, 494 p. : il., gràf. ; 26 cm.. - (Wiley frontiers in finance) . ISBN : 978-0-471-36190-9 Inclou índex Idioma : Anglès (eng) Matèries : Empreses -- Valoració Classificació : 881.6 Reorganització financera. Valoració d'empreses 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
10110845	881.6 Kol	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Managing credit risk / John B. Caouette (cop. 1998)

Públic ISBD Títol : Managing credit risk : the next great financial challenge Tipus de document : text imprès Autors : John B. Caouette, Autor ; Edward I. Altman, Autor ; Paul Narayanan, Autor Editorial : New York : John Wiley & Sons Data de publicació : cop. 1998 Col·lecció : Wiley frontiers in finance Nombre de pàgines : x, 452 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-471-11189-4 Nota general : Inclou índex Idioma : Anglès (eng) Matèries : Crèdit -- Gestió Gestió del risc Instruments derivats (Finances) Classificació : 601.9 Risc Resum : The phenomenal growth of the credit markets has spawned a powerful array of new instruments for managing credit risk, but until now there has been no single source of information and commentary on them. In Managing Credit Risk, three highly regarded professionals in the field have-for the first time-gathered state-of-the-art information on the tools, techniques, and vehicles available today for managing credit risk. Throughout the book they emphasize the actual practice of managing credit risk, and draw on the experience of leading experts who have successfully implemented credit risk solutions. Starting with a lucid analysis of recent sweeping changes in the U.S. and global financial markets, this comprehensive resource documents the credit explosion and its remarkable opportunities-as well as its potentially devastating dangers. Analyzing the problems that have occurred during its growth period-S&L failures, business failures, bond and loan defaults, derivatives debacles-and the solutions that have enabled the credit market to continue expanding, Managing Credit Risk examines the major players and institutional settings for credit risk, including banks, insurance companies, pension funds, exchanges, clearinghouses, and rating agencies. By carefully delineating the different perspectives of each of these groups with respect to credit risk, this unique resource offers a comprehensive guide to the rapidly changing marketplace for credit products. Managing Credit Risk describes all the major credit risk management tools with regard to their strengths and weaknesses, their fitness to specific financial situations, and their effectiveness. The instruments covered in each of these detailed sections include: credit risk models based on accounting data and market values; models based on stock price; consumer finance models; models for small business; models for real estate, emerging market corporations, and financial institutions; country risk models; and more. There is an important analysis of default results on corporate bonds and loans, and credit rating migration. In all cases, the authors emphasize that success will go to those firms that employ the right tools and create the right kind of risk culture within their organizations. A strong concluding chapter integrates emerging trends in the financial markets with the new methods in the context of the overall credit environment. Concise, authoritative, and lucidly written, Managing Credit Risk is essential reading for bankers, regulators, and financial market professionals who face the great new challenges-and promising rewards-of credit risk management. Vista prèvia a Google Books : http://books.google.es/books?id=FOJBUJOAN9AC&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 Managing credit risk : the next great financial challenge [text imprès] / John B. Caouette, Autor ; Edward I. Altman, Autor ; Paul Narayanan, Autor . - New York : John Wiley & Sons, cop. 1998 . - x, 452 p. : il. ; 25 cm. - (Wiley frontiers in finance) . ISBN : 978-0-471-11189-4 Inclou índex Idioma : Anglès (eng) Matèries : Crèdit -- Gestió Gestió del risc Instruments derivats (Finances) Classificació : 601.9 Risc Resum : The phenomenal growth of the credit markets has spawned a powerful array of new instruments for managing credit risk, but until now there has been no single source of information and commentary on them. In Managing Credit Risk, three highly regarded professionals in the field have-for the first time-gathered state-of-the-art information on the tools, techniques, and vehicles available today for managing credit risk. Throughout the book they emphasize the actual practice of managing credit risk, and draw on the experience of leading experts who have successfully implemented credit risk solutions. Starting with a lucid analysis of recent sweeping changes in the U.S. and global financial markets, this comprehensive resource documents the credit explosion and its remarkable opportunities-as well as its potentially devastating dangers. Analyzing the problems that have occurred during its growth period-S&L failures, business failures, bond and loan defaults, derivatives debacles-and the solutions that have enabled the credit market to continue expanding, Managing Credit Risk examines the major players and institutional settings for credit risk, including banks, insurance companies, pension funds, exchanges, clearinghouses, and rating agencies. By carefully delineating the different perspectives of each of these groups with respect to credit risk, this unique resource offers a comprehensive guide to the rapidly changing marketplace for credit products. Managing Credit Risk describes all the major credit risk management tools with regard to their strengths and weaknesses, their fitness to specific financial situations, and their effectiveness. The instruments covered in each of these detailed sections include: credit risk models based on accounting data and market values; models based on stock price; consumer finance models; models for small business; models for real estate, emerging market corporations, and financial institutions; country risk models; and more. There is an important analysis of default results on corporate bonds and loans, and credit rating migration. In all cases, the authors emphasize that success will go to those firms that employ the right tools and create the right kind of risk culture within their organizations. A strong concluding chapter integrates emerging trends in the financial markets with the new methods in the context of the overall credit environment. Concise, authoritative, and lucidly written, Managing Credit Risk is essential reading for bankers, regulators, and financial market professionals who face the great new challenges-and promising rewards-of credit risk management. Vista prèvia a Google Books : http://books.google.es/books?id=FOJBUJOAN9AC&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
10111101	601.9 Cao	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Risk management / Bennett W. Golub (cop. 2000)

Públic ISBD Títol : Risk management : approaches for fixed income markets Tipus de document : text imprès Autors : Bennett W. Golub, Autor ; Leo M. Tilman, Autor Editorial : New York : John Wiley & Sons Data de publicació : cop. 2000 Col·lecció : Wiley frontiers in finance Nombre de pàgines : xxiii, 312 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-471-33211-4 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió de cartera -- Gestió del risc Valors de renda fixa Classificació : 601.9 Risc Resum : Risk management plays an increasingly important role in the life of financial institutions. Yet there have been virtually no texts to date that reconcile practical market experience and scientific discipline in an attempt to help portfolio and risk managers make better investment decisions-until now. Written by two senior risk management practitioners of a global money management and risk advisory firm, this one-of-a-kind book utilizes an intriguing blend of finance, economics, mathematics, and common sense in applying cutting-edge financial modeling techniques to managing risk in fixed income markets. As a growing proportion of the financial system adopts rigorous risk management techniques and incorporates them in making investment decisions, chief investment officers, corporate treasurers, portfolio managers, risk managers, traders, academics, and finance students will find Risk Management an invaluable tool in navigating this exciting and increasingly challenging dimension of investing. Vista prèvia a Google Books : http://books.google.es/books?id=PIAI_dUHO-oC&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 Risk management : approaches for fixed income markets [text imprès] / Bennett W. Golub, Autor ; Leo M. Tilman, Autor . - New York : John Wiley & Sons, cop. 2000 . - xxiii, 312 p. : il. ; 24 cm. - (Wiley frontiers in finance) . ISBN : 978-0-471-33211-4 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Gestió de cartera -- Gestió del risc Valors de renda fixa Classificació : 601.9 Risc Resum : Risk management plays an increasingly important role in the life of financial institutions. Yet there have been virtually no texts to date that reconcile practical market experience and scientific discipline in an attempt to help portfolio and risk managers make better investment decisions-until now. Written by two senior risk management practitioners of a global money management and risk advisory firm, this one-of-a-kind book utilizes an intriguing blend of finance, economics, mathematics, and common sense in applying cutting-edge financial modeling techniques to managing risk in fixed income markets. As a growing proportion of the financial system adopts rigorous risk management techniques and incorporates them in making investment decisions, chief investment officers, corporate treasurers, portfolio managers, risk managers, traders, academics, and finance students will find Risk Management an invaluable tool in navigating this exciting and increasingly challenging dimension of investing. Vista prèvia a Google Books : http://books.google.es/books?id=PIAI_dUHO-oC&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
10112595	601.9 Gol	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso

Beyond value at risk / Kevin Dowd (1998)

Públic ISBD Títol : Beyond value at risk : the new science of risk management Tipus de document : text imprès Autors : Kevin Dowd, Autor Editorial : New York : John Wiley & Sons Data de publicació : 1998 Col·lecció : Wiley frontiers in finance Nombre de pàgines : xi, 274 p. ll. : il. Dimensions : 25 cm ISBN/ISSN/DL : 978-0-471-97621-9 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Futurs financers Gestió del risc Classificació : 601.9 Risc Resum : Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool - but is also used by regulators for banks and finance houses. Beyond Value at Risk provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule - the 'Generalised Sharpe Rule', and its practical applications. Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Beyond value at risk : the new science of risk management [text imprès] / Kevin Dowd, Autor . - New York : John Wiley & Sons, 1998 . - xi, 274 p. : il. ; 25 cm. - (Wiley frontiers in finance) . ISBN : 978-0-471-97621-9 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Futurs financers Gestió del risc Classificació : 601.9 Risc Resum : Beyond Value at Risk The New Science of Risk Management A Comprehensive Guide to Value at Risk and Risk Management Risk management and measurement are now, without doubt, the hottest topics in the finance world. Today, quantifying risk management is not only a management tool - but is also used by regulators for banks and finance houses. Beyond Value at Risk provides a comprehensive guide to recent developments and existing approaches to VaR and risk management, going beyond traditional approaches to the subject and offering a new, far-reaching perspective on investment, hedging and portfolio decision-making. The key to this distinctive approach is a new decision rule - the 'Generalised Sharpe Rule', and its practical applications. 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
10112713	601.9 Dow	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso