Nature et fonctions de la théorie financière

quelques réflexions

Les marchés financiers traversent une crise de confiance, la théorie financière peut-elle apporter des éléments de réponse ? Quelle est sa nature, la valeur et les effets des propositions, les postulats, ses réussites mais aussi ses limites ? Ces questions sont peu traitées et ce livre voudrait ...

Quantitative methods for trading and investment

This much-needed book, from a selection of top international experts, fills a gap by providing a manual of applied quantitative financial analysis. It focuses on advanced empirical methods for modelling financial markets in the context of practical financial applications. Data, software and techniques specifically aligned ...

Currency overlay

Currency overlay has grown in parallel with the international diversification of institutional investment portfolios. Currency overlay mandates now cover around $100bn in assets, and 18 years since the first overlay mandate, currency overlay has now come of age. Currency Overlay looks at all the components ...

Portfolio theory and performance analysis

Asset management has become central to the development of the financial industry, both in the United States and Europe. The increasing number of cross-border merger and acquisition operations and the extremely high valuations that are put on those operations are evidence of the major financial ...

Enterprise risk management

from incentives to controls

INDICE SECTION I. RISK MANAGEMENT IN CONTEXT. Chapter 1. Introduction. Chapter 2. Lessons Learned. Chapter 3. Concepts and Processes. SECTION II. THE ENTERPRISE RISK MANAGEMENT FRAMEWORK. Chapter 4. What is ERM? Chapter 5. Corporate Governance. Chapter 6. Line Management. Chapter 7. Portfolio Management. Chapter 8 ...

Currency trading

how to access and trade the World's Biggest Market

The fast moving foreign exchange (FOREX) used to be the exclusive domain of banks and other major financial institutions. In 2002, new developments have opened this remarkable arena to the average investor. With these new developments, author Philip Gotthelf provides a comprehensive guide to currency ...

Modern investment management

an equilibrium approach

Bob Litterman and the Quantitative Reource Group Goldman Sachs Asset Management This powerful book brilliantly discovers the routes to superior investment results in the roots of economic theory. In the process, it combines elegance of presentation with the highest levels of lucidity. The authors offer ...

Financial market complexity

This book takes a fresh look at understanding how financial markets behave. Using recent ideas from the highly-topical science of complexity and complex systems, the book provides the basis for a unified theoretical description of how today's markets really work. Since financial markets are ...

Making competition work in electricity

As rolling blackouts swept through parts of California in March 2001, it became obvious that the US was potentially in the jaws of its most serious energy shortage since the 1970s. The California crisis was so sudden and severe that it is now prompting policymakers ...