Fundamentos de inversiones

teoría y práctica

Gestión de costes y mejora continua

los sistemas de costes y de gestión basados en las actividades (ABC-ABM)

Finanzas

Las finanzas y el sistema financiero. Asignación de tiempo y recursos. Modelos de valuación. Administración del riesgo y teoría de la cartera. Valuación de activos. Finanzas corporativas.

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 ...

Mutual funds

risk and perfomance analysis for decision making

Alternative investments and the mismanagement of risk

Finance theory and asset pricing

Técnicas y modelos para la gestión financiera de la empresa

General equilibrium foundations of finance

structure of incomplete markets models

The purpose of this text is to give a sound economic foundation of finance based on the general equilibrium model with incomplete markets which embodies the famous CAPM as an important special case. This goal is achieved by giving reasonable restrictions on the agents' characteristics ...

Financial markets theory

equilibrium, efficiency and information

Financial Markets Theory presents classical asset pricing theory, a theory composed of milestones such as portfolio selection, risk aversion, fundamental asset pricing theorem, portfolio frontier, CAPM, CCAPM, APT, the Modigliani-Miller Theorem, no arbitrage/risk neutral evaluation and information in financial markets. Starting from an analysis ...

International economics

The hallmark approach of this very successful market-leading text is its clear and concise treatment of international trade and finance theory illustrated with a wealth of the most up-to-date contemporary issues and cases. Carbaugh demonstrates the relevance of theory through real-world economic issues. Theoretical discussions ...

No bull investing

straightforward advice to maximize your returns in any market, with any amount of money

Bernstein offers readers an approach to investing that incorporates more than just money. In order to achieve long-term financial success, investors must evaluate what is important to them and what steps they must take to get where they want to be. In a reader-friendly style ...

Investment risk management

Recent market boom-busts have happened, and will continue to happen partly because apparently reputable institutions oversell risky or worthless investments. Following Enron, Worldcom, Equitable Life and other scandals it is apparent that a new investment methodology is required to protect investors. Rather then relying on ...

Recent trends in valuation

from strategy to value

Conventional valuation techniques take little account of the unexpected outcomes and uncertainties of real life. Real options are one method of tackling these problems in order to give a realistic view in practice rather than simply in the theoretical world. This text contains interviews with ...

Dealmaking

using Monte Carlo and real options analysis

Real Options Analysis (ROA) and Monte Carlo Analysis (MCA) are two of today#s most significant tools in the valuation and negotiation of high- potential-value, high-ambiguity deals. Dealmaking Using Real Options and Monte Carlo Analysis outlines a new approach for creating flexible, practical valuation models ...

Financial market risk

measurement and analysis

This title uses advanced signal processing technology to measure and analyse risk phenomena of the financial markets. It explains how to scientifically measure, analyse and manage non-stationarity and long- term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in ...

Incomplete information and heterogeneous beliefs in continuous-time finance

This book considers the impact of incomplete information and heterogeneous beliefs on investor's optimal portfolio and consumption behavior and equilibrium asset prices. After a brief review of the existing incomplete information literature, the effect of incomplete information on investors' exptected utility, risky asset prices ...

Asset pricing

discrete time approach

The theory of asset pricing has grown markedly more sophisticated since the early 1980s, with the application of powerful mathematical tools such as probability theory, stochastic processes and numerical analysis. The main goal of this text is to provide a systematic exposition, with practical applications ...

Advances in portfolio construction and implementation

Advances in Portfolio Construction and Implementation offers practical guidance in addition to the theory, and is therefore ideal for Risk Mangers, Actuaries, Investment Managers, and Consultants worldwide. Issues are covered from a global perspective and all the recent developments of financial risk management are presented ...

Value-at-risk

theory and practice

Value-at-risk (VaR) is a measure of market risk that has been widely adopted since the mid-1990s for use on trading floors. This is the first advanced book published on VaR. It describes how to design, implement, and use scalable production VaR measures on actual trading ...