Documents disponibles escrits per aquest autor

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

Money / Sergio M. Focardi (2018)

Públic ISBD Títol : Money : What it is, how it's created, who gests it, and why it matters Tipus de document : text imprès Autors : Sergio M. Focardi, Autor Editorial : London : Routledge Data de publicació : 2018 Nombre de pàgines : 188 p. ll. : il. gràf. Dimensions : 23 cm ISBN/ISSN/DL : 978-1-13-822895-5 Idioma : Anglès (eng) Matèries : Economia Moneda Classificació : 44 Moneda. Sistema monetari Resum : By enabling the storage and transfer of purchasing power, money facilitates economic transactions and coordinates economic activity. But what is money? How is it generated? Distributed? How does money acquire value and that value change? How does money impact the economy, society? This book explores money as a system of "tokens" that represent the purchasing power of individual agents. It looks at how money developed from debt/credit relationships, barter and coins into a system of gold-backed currencies and bank credit and on to the present system of fiat money, bank credit, near-money and, more recently, digital currencies. The author successively examines how the money circuit has changed over the last 50 years, a period of stagnant wages, increased household borrowing and growing economic complexity, and argues for a new theory of economies as complex systems, coordinated by a banking and financial system. Money: What It Is, How It's Created, Who Gets It and Why It Matters will be of interest to students of economics and finance theory and anyone wanting a more complete understanding of monetary theory, economics, money and banking. Nota de contingut : Inclou bibliografia i índex Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Money : What it is, how it's created, who gests it, and why it matters [text imprès] / Sergio M. Focardi, Autor . - London : Routledge, 2018 . - 188 p. : il. gràf. ; 23 cm. ISBN : 978-1-13-822895-5 Idioma : Anglès (eng) Matèries : Economia Moneda Classificació : 44 Moneda. Sistema monetari Resum : By enabling the storage and transfer of purchasing power, money facilitates economic transactions and coordinates economic activity. But what is money? How is it generated? Distributed? How does money acquire value and that value change? How does money impact the economy, society? This book explores money as a system of "tokens" that represent the purchasing power of individual agents. It looks at how money developed from debt/credit relationships, barter and coins into a system of gold-backed currencies and bank credit and on to the present system of fiat money, bank credit, near-money and, more recently, digital currencies. The author successively examines how the money circuit has changed over the last 50 years, a period of stagnant wages, increased household borrowing and growing economic complexity, and argues for a new theory of economies as complex systems, coordinated by a banking and financial system. Money: What It Is, How It's Created, Who Gets It and Why It Matters will be of interest to students of economics and finance theory and anyone wanting a more complete understanding of monetary theory, economics, money and banking. Nota de contingut : Inclou bibliografia i índex 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
10115964	44 FOC	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible