Extreme financial risks

from dependence to risk management

Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment ...

Valoración de empresas

el EBO en la valoración de acciones: hacia una propuesta para su aplicación

Market-conform valuation of options

Table of Contents: Introduction * Construction of Arbitrage-Free Implied Trees: A New Approach * Market-Conform Option Valuation: An Empirical Assessment of Alternative Approaches * Market-Conform Valuation of American-Style Options via Monte Carlo Simulation * Synopsis.

Modelos probabilísticos aplicados a la Teoría General de Valoración

el método de las dos betas

La presente monografía se estructura en tres capítulos, la extensión de los mismo es muy distinta, el segundo es más amplio que los otros, como consecuencia de sus temáticas diferencias, aunque muy relacionadas entre sí. En este libro se presenta una metodología para utilizar más ...

Fibonacci and Gann applications in financial markets

practical applications of natural and synthetic ratios in technical analysis

There are many books covering Fibonacci from an artistic and historical point of view and almost as many suggesting that Fibonacci retracements and numbers can be successfully applied to financial market time series. What is missing is a book that addresses the common errors in ...

Energy risk modeling

applied modeling methods for risk managers

Energy Risk Modeling is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical ...

How to understand the financial pages

a guide to money and the jargon

Whether you are a beginner or an expert, this book shows you how to get the most from the financial pages. Practical and accessible, it is an indispensable guide to reading the financial tables and understanding the terminology involved. Alexander Davidson throws light on how ...

La bolsa contada con sencillez

¿Qué es la Bolsa, qué es una acción, qué pasa cuando la Bolsa sube?... Prologado por Fernando González Urbaneja, LA BOLSA CONTADA CON SENCILLEZ, es una obra amena y sencilla que nos introduce y nos permite entender mejor el desconocido para muchos y apasionante mundo ...

The economics of financial markets

The Economics of Financial Markets presents a concise overview of capital markets, suitable for advanced undergraduates and for beginning graduate students in financial economics. Following a brief overview of financial markets - their microstructure and the randomness of stock market prices - this textbook explores how the ...

La práctica de los mercados financieros

La obra está dividida en tres partes principales: I.-El entorno financiero europeo; II.-En entorno fiscal español; III.-La práctica de los mercados financieros.

The management of equity investments

capital markets,equity research,investment decisions and risk management with case studies

The Management of Investments is based on an extensive research project done by the author in 2003 and 2004, in the United States, England, Germany, France, Italy and Switzerland. The author outlines the rules behind the able management of investments by private individuals, banks, and ...

New trading systems and methods

For more than two decades, futures traders have turned to the classic Trading Systems and Methods for complete information about the latest, most successful indicators, programs, algorithms, and systems. Perry Kaufman, a leading futures expert highly respected for his years of experience in research and ...

The greed merchants

how the investment banks played the free market game

Early in the new millennium the investment banks were on their knees. Beaten by the boom and bust of the dot .com bubble, mixed up in corporate scandals and accused of uncontrolled and rampant conflict of interest, the game seemed over for the masters of ...

Empresas familiares y bolsa

Este libro pretende ser una herramienta útil y actualizada para conocer con precisión la estructura de las empresas familiares y su problemática estratégica pero, sobre todo financiera. A lo largo del mismo, se ha pretendido compendiar de forma concisa aquellas experiencias ventajas e inconvenientes a ...

The market masters

Wall Street's top investment pros reveal how to make money in Both Bull and bear markets

ÍNDICE: PART ONE: THE GROWTH GURUS. Manu Daftary, DG Capital Management. W. Whitfield Gardner, Gardner Lewis Asset Management. Janna Sampson, Oak Brook Investments. Samuel Stewart, Wasatch Advisors. John C. Thompson, Thompson Investment Management. PART TWO: THE VALUE MASTERS. Robert Lyon, Institutional Capital. Andy Pilara, RS ...

Advances in behavioral finance

Volume II

This book offers a definitive and wide-ranging overview of developments in behavioral finance over the past ten years. In 1993, the first volume provided the standard reference to this new approach in finance--an approach that, as editor Richard Thaler put it, 'entertains the possibility that ...

Fischer Black and the revolutionary idea of finance

This vignette-based business biography captures the essence of an extraordinary man and a giant in the world of finance. After years of research and cooperation from nearly all of Black's associates, family members, and friends, author Mehrling explains the ground-breaking impact Fischer Black had ...

The first Wall Street

Chestnut Street, Philadelphia, and the birth of american finance

When Americans think of investment and finance, they think of Wall Street - though this was not always the case. During the dawn of the Republic, Philadelphia was the center of American finance. The first stock exchange in the nation was founded there in 1790, and ...

The origins of value

the financial innovations that created modern capital markets

The essays in this volume are written by a distinguished and adventurous set of historians and economists who have been willing, in many cases, to step beyond their typical field of inquiry and explore the historical foundations of financial innovation. The essays are motivated by ...

La reforma de la Bolsa y el desarrollo de los mercados

La importancia de los mercados, como parte esencial del sistema financiero, su constante desarrollo y su influencia en la economía doméstica e internacional constituyen el contenido central de esta obra. Sin embargo, a menudo, nos encontramos con muchos temas que se plantean desde una visión ...