Documents disponibles d'aquesta editorial

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

The Econometrics of financial markets / John Y. Campbell (cop. 1997)

Públic ISBD Títol : The Econometrics of financial markets Tipus de document : text imprès Autors : John Y. Campbell, Autor ; Andrew W. Lo, Autor ; Archie Craig MacKinlay, Autor Editorial : Princeton : Princeton University Press Data de publicació : cop. 1997 Nombre de pàgines : xviii, 611 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-691-04301-2 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Mercats financers -- Models economètrics Classificació : M71.15 Econometria Resum : The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications Vista prèvia a Google Books : http://books.google.es/books?id=7Gkri6HWWkgC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=8 The Econometrics of financial markets [text imprès] / John Y. Campbell, Autor ; Andrew W. Lo, Autor ; Archie Craig MacKinlay, Autor . - Princeton : Princeton University Press, cop. 1997 . - xviii, 611 p. : il. ; 24 cm. ISBN : 978-0-691-04301-2 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Mercats financers -- Models economètrics Classificació : M71.15 Econometria Resum : The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications Vista prèvia a Google Books : http://books.google.es/books?id=7Gkri6HWWkgC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=8

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10110551	M71.15 Cam	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

This Time is different / Carmen M. Reinhart (cop. 2009)

Públic ISBD Títol : This Time is different : eight centuries of financial folly Tipus de document : text imprès Autors : Carmen M. Reinhart ; Kenneth S. Rogoff Editorial : Princeton : Princeton University Press Data de publicació : cop. 2009 Nombre de pàgines : xlv, 463 p. ll. : il., taules, gràf. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-691-14216-6 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Cicles econòmics -- Estudi de casos Crisis financeres Política fiscal -- Estudi de casos Classificació : 016 Crisis econòmiques i financeres Resum : Throughout history, rich and poor countries alike have been lending, borrowing, crashing--and recovering--their way through an extraordinary range of financial crises. Each time, the experts have chimed, "this time is different"--claiming that the old rules of valuation no longer apply and that the new situation bears little similarity to past disasters. With this breakthrough study, leading economists Carmen Reinhart and Kenneth Rogoff definitively prove them wrong. Covering sixty-six countries across five continents, This Time Is Different presents a comprehensive look at the varieties of financial crises, and guides us through eight astonishing centuries of government defaults, banking panics, and inflationary spikes--from medieval currency debasements to today's subprime catastrophe. Carmen Reinhart and Kenneth Rogoff, leading economists whose work has been influential in the policy debate concerning the current financial crisis, provocatively argue that financial combustions are universal rites of passage for emerging and established market nations. The authors draw important lessons from history to show us how much--or how little--we have learned. Using clear, sharp analysis and comprehensive data, Reinhart and Rogoff document that financial fallouts occur in clusters and strike with surprisingly consistent frequency, duration, and ferocity. They examine the patterns of currency crashes, high and hyperinflation, and government defaults on international and domestic debts--as well as the cycles in housing and equity prices, capital flows, unemployment, and government revenues around these crises. While countries do weather their financial storms, Reinhart and Rogoff prove that short memories make it all too easy for crises to recur. An important book that will affect policy discussions for a long time to come, This Time Is Different exposes centuries of financial missteps. Vista prèvia a Google Books : http://books.google.es/books?id=Iihe6s0XincC&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 This Time is different : eight centuries of financial folly [text imprès] / Carmen M. Reinhart ; Kenneth S. Rogoff . - Princeton : Princeton University Press, cop. 2009 . - xlv, 463 p. : il., taules, gràf. ; 24 cm. ISBN : 978-0-691-14216-6 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Cicles econòmics -- Estudi de casos Crisis financeres Política fiscal -- Estudi de casos Classificació : 016 Crisis econòmiques i financeres Resum : Throughout history, rich and poor countries alike have been lending, borrowing, crashing--and recovering--their way through an extraordinary range of financial crises. Each time, the experts have chimed, "this time is different"--claiming that the old rules of valuation no longer apply and that the new situation bears little similarity to past disasters. With this breakthrough study, leading economists Carmen Reinhart and Kenneth Rogoff definitively prove them wrong. Covering sixty-six countries across five continents, This Time Is Different presents a comprehensive look at the varieties of financial crises, and guides us through eight astonishing centuries of government defaults, banking panics, and inflationary spikes--from medieval currency debasements to today's subprime catastrophe. Carmen Reinhart and Kenneth Rogoff, leading economists whose work has been influential in the policy debate concerning the current financial crisis, provocatively argue that financial combustions are universal rites of passage for emerging and established market nations. The authors draw important lessons from history to show us how much--or how little--we have learned. Using clear, sharp analysis and comprehensive data, Reinhart and Rogoff document that financial fallouts occur in clusters and strike with surprisingly consistent frequency, duration, and ferocity. They examine the patterns of currency crashes, high and hyperinflation, and government defaults on international and domestic debts--as well as the cycles in housing and equity prices, capital flows, unemployment, and government revenues around these crises. While countries do weather their financial storms, Reinhart and Rogoff prove that short memories make it all too easy for crises to recur. An important book that will affect policy discussions for a long time to come, This Time Is Different exposes centuries of financial missteps. Vista prèvia a Google Books : http://books.google.es/books?id=Iihe6s0XincC&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
10112935	016 Rei	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Animal spirits / George A. Akerlof (cop. 2009)

Públic ISBD Títol : Animal spirits : how human psychology drives the economy, and why it matters for global capitalism Tipus de document : text imprès Autors : George A. Akerlof, Autor ; Robert J. Shiller, Autor Editorial : Princeton : Princeton University Press Data de publicació : cop. 2009 Nombre de pàgines : xiv, 230 p. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-691-14233-3 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Capitalisme Economia -- Aspectes psicològics Finances -- Aspectes psicològics Classificació : 015 Neuroeconomia Resum : The global financial crisis has made it painfully clear that powerful psychological forces are imperiling the wealth of nations today. From blind faith in ever-rising housing prices to plummeting confidence in capital markets, "animal spirits" are driving financial events worldwide. In this book, acclaimed economists George Akerlof and Robert Shiller challenge the economic wisdom that got us into this mess, and put forward a bold new vision that will transform economics and restore prosperity. Akerlof and Shiller reassert the necessity of an active government role in economic policymaking by recovering the idea of animal spirits, a term John Maynard Keynes used to describe the gloom and despondence that led to the Great Depression and the changing psychology that accompanied recovery. Like Keynes, Akerlof and Shiller know that managing these animal spirits requires the steady hand of government--simply allowing markets to work won't do it. In rebuilding the case for a more robust, behaviorally informed Keynesianism, they detail the most pervasive effects of animal spirits in contemporary economic life--such as confidence, fear, bad faith, corruption, a concern for fairness, and the stories we tell ourselves about our economic fortunes--and show how Reaganomics, Thatcherism, and the rational expectations revolution failed to account for them. Animal Spirits offers a road map for reversing the financial misfortunes besetting us today. Read it and learn how leaders can channel animal spirits--the powerful forces of human psychology that are afoot in the world economy today. In a new preface, they describe why our economic troubles may linger for some time--unless we are prepared to take further, decisive action. Vista prèvia a Google Books : http://books.google.es/books?id=2Rz_cuu88DwC&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 Animal spirits : how human psychology drives the economy, and why it matters for global capitalism [text imprès] / George A. Akerlof, Autor ; Robert J. Shiller, Autor . - Princeton : Princeton University Press, cop. 2009 . - xiv, 230 p. ; 24 cm. ISBN : 978-0-691-14233-3 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Capitalisme Economia -- Aspectes psicològics Finances -- Aspectes psicològics Classificació : 015 Neuroeconomia Resum : The global financial crisis has made it painfully clear that powerful psychological forces are imperiling the wealth of nations today. From blind faith in ever-rising housing prices to plummeting confidence in capital markets, "animal spirits" are driving financial events worldwide. In this book, acclaimed economists George Akerlof and Robert Shiller challenge the economic wisdom that got us into this mess, and put forward a bold new vision that will transform economics and restore prosperity. Akerlof and Shiller reassert the necessity of an active government role in economic policymaking by recovering the idea of animal spirits, a term John Maynard Keynes used to describe the gloom and despondence that led to the Great Depression and the changing psychology that accompanied recovery. Like Keynes, Akerlof and Shiller know that managing these animal spirits requires the steady hand of government--simply allowing markets to work won't do it. In rebuilding the case for a more robust, behaviorally informed Keynesianism, they detail the most pervasive effects of animal spirits in contemporary economic life--such as confidence, fear, bad faith, corruption, a concern for fairness, and the stories we tell ourselves about our economic fortunes--and show how Reaganomics, Thatcherism, and the rational expectations revolution failed to account for them. Animal Spirits offers a road map for reversing the financial misfortunes besetting us today. Read it and learn how leaders can channel animal spirits--the powerful forces of human psychology that are afoot in the world economy today. In a new preface, they describe why our economic troubles may linger for some time--unless we are prepared to take further, decisive action. Vista prèvia a Google Books : http://books.google.es/books?id=2Rz_cuu88DwC&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
10114886	015 Ake	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

This Time is different / Carmen M. Reinhart (2011)

Públic ISBD Títol : This Time is different : eight centuries of financial folly Tipus de document : text imprès Autors : Carmen M. Reinhart ; Kenneth S. Rogoff Menció d'edició : 1st paperback printing Editorial : Princeton : Princeton University Press Data de publicació : 2011 Nombre de pàgines : xlv, 463 p. ll. : il., taules, gràf. Dimensions : 22 cm ISBN/ISSN/DL : 978-0-691-15264-6 Nota general : Inclou índex i bibliografia Premis: Winner of the 2010 TIAA-CREF Paul A. Samuelson Award Idioma : Anglès (eng) Matèries : Cicles econòmics -- Estudi de casos Crisis financeres Política fiscal -- Estudi de casos Classificació : 016 Crisis econòmiques i financeres Resum : Throughout history, rich and poor countries alike have been lending, borrowing, crashing--and recovering--their way through an extraordinary range of financial crises. Each time, the experts have chimed, "this time is different"--claiming that the old rules of valuation no longer apply and that the new situation bears little similarity to past disasters. With this breakthrough study, leading economists Carmen Reinhart and Kenneth Rogoff definitively prove them wrong. Covering sixty-six countries across five continents, This Time Is Different presents a comprehensive look at the varieties of financial crises, and guides us through eight astonishing centuries of government defaults, banking panics, and inflationary spikes--from medieval currency debasements to today's subprime catastrophe. Carmen Reinhart and Kenneth Rogoff, leading economists whose work has been influential in the policy debate concerning the current financial crisis, provocatively argue that financial combustions are universal rites of passage for emerging and established market nations. The authors draw important lessons from history to show us how much--or how little--we have learned. Using clear, sharp analysis and comprehensive data, Reinhart and Rogoff document that financial fallouts occur in clusters and strike with surprisingly consistent frequency, duration, and ferocity. They examine the patterns of currency crashes, high and hyperinflation, and government defaults on international and domestic debts--as well as the cycles in housing and equity prices, capital flows, unemployment, and government revenues around these crises. While countries do weather their financial storms, Reinhart and Rogoff prove that short memories make it all too easy for crises to recur. An important book that will affect policy discussions for a long time to come, This Time Is Different exposes centuries of financial missteps. Vista prèvia a Google Books : http://books.google.es/books?id=Iihe6s0XincC&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 This Time is different : eight centuries of financial folly [text imprès] / Carmen M. Reinhart ; Kenneth S. Rogoff  . -  1st paperback printing . - Princeton : Princeton University Press, 2011 . - xlv, 463 p. : il., taules, gràf. ; 22 cm. ISBN : 978-0-691-15264-6 Inclou índex i bibliografia Premis: Winner of the 2010 TIAA-CREF Paul A. Samuelson Award Idioma : Anglès (eng) Matèries : Cicles econòmics -- Estudi de casos Crisis financeres Política fiscal -- Estudi de casos Classificació : 016 Crisis econòmiques i financeres Resum : Throughout history, rich and poor countries alike have been lending, borrowing, crashing--and recovering--their way through an extraordinary range of financial crises. Each time, the experts have chimed, "this time is different"--claiming that the old rules of valuation no longer apply and that the new situation bears little similarity to past disasters. With this breakthrough study, leading economists Carmen Reinhart and Kenneth Rogoff definitively prove them wrong. Covering sixty-six countries across five continents, This Time Is Different presents a comprehensive look at the varieties of financial crises, and guides us through eight astonishing centuries of government defaults, banking panics, and inflationary spikes--from medieval currency debasements to today's subprime catastrophe. Carmen Reinhart and Kenneth Rogoff, leading economists whose work has been influential in the policy debate concerning the current financial crisis, provocatively argue that financial combustions are universal rites of passage for emerging and established market nations. The authors draw important lessons from history to show us how much--or how little--we have learned. Using clear, sharp analysis and comprehensive data, Reinhart and Rogoff document that financial fallouts occur in clusters and strike with surprisingly consistent frequency, duration, and ferocity. They examine the patterns of currency crashes, high and hyperinflation, and government defaults on international and domestic debts--as well as the cycles in housing and equity prices, capital flows, unemployment, and government revenues around these crises. While countries do weather their financial storms, Reinhart and Rogoff prove that short memories make it all too easy for crises to recur. An important book that will affect policy discussions for a long time to come, This Time Is Different exposes centuries of financial missteps. Vista prèvia a Google Books : http://books.google.es/books?id=Iihe6s0XincC&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
10113270	016 Rei	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

The Bankers' new clothes / Anat R. Admati (cop. 2013)

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Balancing the banks / M. Dewatripont (cop. 2010)

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Irrational exuberance / Robert J. Shiller (cop. 2015)

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Between debt and the devil / Turner, Adair (2015)

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Money changes everything / William N. Goetzmann (2016)

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Competition and stability in banking / Xavier Vives (2016)

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Adaptive markets / Andrew W. Lo (2017)

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Economics in perspective / John Kenneth Galbraith (2017)

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Money / John Kenneth Galbraith (2017)

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The Great leveler / Walter Scheidel (2017)

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