Download or read book Assurance de portefeuille et strat gie du coussin written by Benjamin Hamidi and published by . This book was released on 2005 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Assurance de portefeuille written by Mohamed Amine Kitane and published by . This book was released on 2003 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Assurance de portefeuille written by Patrick Déry and published by . This book was released on 2002 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Comparaison de trois strat gies d assurance de portefeuille une strat gie passive written by Kimy Métivier and published by . This book was released on 2000 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book La duplication d option et la strat gie d assurance de portefeuille written by Philippe Schintowski and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Strat gie dynamique optimale assurance de portefeuille written by Guillaume Tergny and published by . This book was released on 2005 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book OECD Economics Glossary English French written by OECD and published by OECD Publishing. This book was released on 2006-11-17 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This updated and expanded edition of the 1992 Glossaire de l’économie anglais-français contains some 30 000 terms and expressions, covering a wide range of subject areas: economics, statistics, finance and banking, trade, management, accounting, insurance, employment, development and taxation.
Download or read book Les fonds garantis written by Tarek Lajnef and published by . This book was released on 2009 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Produits phares des réseaux bancaires et d’assurance depuis une dizaine d’années, les fonds garantis occupent aujourd’hui une place avancée dans le classement de gammes de produits présentées aux investisseurs sur les marchés financiers. Ces fonds sont considérés comme un moyen idéal pour profiter de la bourse en toute sécurité. Ils sont bâtis pour garantir totalement ou partiellement le capital initialement investi, tout en cherchant à atteindre un objectif de performance. Cette thèse vise à analyser comment est-il possible de garantir à un investisseur sa mise dans un portefeuille bien déterminé. Pour cela, nous proposons trois types de stratégie. D’abord, la stratégie CPPI traditionnelle (Constant Proportion Portfolio Insurance) – une stratégie qui consiste à partager le capital investi entre un actif risqué et un actif non risqué et qui s’appuie sur deux paramètres principaux : le coussin et son multiple constant – ensuite, la stratégie CPPI avec un multiple variable et enfin la stratégie de protection dynamique. Ces trois stratégies forment le thème de notre recherche à travers l’utilisation des nouveaux processus pour simuler les prix de l’actif risqué (supposé suivre un mouvement brownien géométrique MBG dans les cas des stratégies d’assurance traditionnelles). Ces nouveaux processus sont : le processus CEV (Constant Elasticity of Variance model) et le processus mixte de diffusion à sauts doubles exponentiels (processus de KOU par référence à son inventeur). Nous comparons la performance du portefeuille et le degré de pertinence de chaque stratégie selon les trois types de processus
Download or read book L ASSURANCE DE PORTEFEUILLE written by Hervé Ravily and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: DE NOMBREUX INVESTISSEURS SOUHAITENT ASSURER LEUR PORTEFEUILLE OBLIGATAIRE. CERTAINES OPTIONS PEUVENT REMPLIR CETTE FONCTION D'ASSURANCE. LES OPTIONS COTEES NE SONT MALHEUREUSEMENT PAS ADEQUATES POUR ASSURER UN PORTEFEUILLE. LE RAISONNEMENT D'ARBITRAGE, DEVELOPPE A L'ORIGINE PAR BLACK ET SCHOLES, QUE L'ON UTILISE POUR EVALUER DES OPTIONS, PERMET CEPENDANT DE DUPLIQUER DES OPTIONS A PARTIR D'ACTIFS EXISTANTS. LA PRECISION DE LA DUPLICATION EST TOUTEFOIS FORTEMENT DEPENDANTE DE LA PERTINENCE DU MODELE D'EVALUATION RETENU. LA PROBLEMATIQUE DE L'ASSURANCE SE SITUE, A L'HEURE ACTUELLE, ESSENTIELLEMENT A CE NIVEAU. LES RECHERCHES SE SONT JUSQU'ICI PRESQUE ENTIEREMENT FOCALISEES SUR L'ASSURANCE DES PORTEFEUILLES D'ACTIONS. UNE ETUDE DE CES TRAVAUX NOUS EST APPARUE CONSTITUER UN POINT DE PASSAGE OBLIGE HISTORIQUEMENT ET THEORIQUEMENT. ON S'EST ENSUITE INTERESSE AUX DIVERS MODELES ELABORES POUR EVALUER LES OPTIONS SUR OBLIGATION. NOTRE CHOIX S'EST ARRETE SUR CELUI CONCU PAR SCHAEFER ET SCHWARTZ. UNE VERIFICATION EMPIRIQUE A MONTRE, ON DOIT LE RECONNAITRE, QUE LA STRATEGIE DE DUPLICATION FONDEE SUR L'UTILISATION DE CE MODELE DONNE DES RESULTATS PEU SATISFAISANTS.
Download or read book Dictionary of Building and Civil Engineering written by Don Montague and published by Taylor & Francis. This book was released on 1996 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dual-language dictionary lists over 20,000 specialist terms in both French and English, covering architecture, building, engineering and property terms. It meets the needs of all building professionals working on projects overseas. It has been comprehensively researched and compiled to provide an invaluable reference source in an increasingly European marketplace.
Download or read book Correspondent Central Banking Model CCBM written by European Central Bank and published by . This book was released on 1998 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Hedge Funds written by Greg N. Gregoriou and published by John Wiley & Sons. This book was released on 2011-08-04 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.
Download or read book Derivatives and Hedge Funds written by Stephen Satchell and published by Springer. This book was released on 2016-05-18 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.
Download or read book Rational Investing written by Hugues Langlois and published by Columbia University Press. This book was released on 2017-03-07 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many investors believe that success in investing is either luck or clairvoyance. In Rational Investing, finance professor Hugues Langlois and asset manager Jacques Lussier present the current state of asset management and clarify the conundrum of luck versus skill. The core of Rational Investing is a framework for smart investing built around three performance drivers: balancing exposure to risk factors, efficiently diversifying bad luck, and taking advantage of relative mispricings in financial markets. With clear examples from model multi-asset-class portfolios, Langlois and Lussier show how to implement performance drivers like institutional investors with access to extensive resources, as well as nonprofessional investors who are constrained to small-scale transactions. There are few investment products, whether traditional or alternative, discretionary or systematic, fundamental or quantitative, whose performance cannot be analyzed through this framework. Langlois and Lussier illuminate the structure of financial markets and the mechanics of sustainable investing so any investor can become a rational player, from the nonprofessional investor with a basic knowledge of statistics all the way to seasoned investment professionals wishing to challenge their understanding of the asset management industry.
Download or read book Credit Derivatives Handbook Global Perspectives Innovations and Market Drivers written by Greg N. Gregoriou and published by McGraw Hill Professional. This book was released on 2008-07-31 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world’s leading financial thinkers share their insights into the latest developments in credit derivatives In The Credit Derivatives Handbook, some of the world's sharpest financial and legal minds come together to discuss how credit derivatives have evolved from tools restricted to the banking industry into flexible and customizable instruments used by investors of all kinds. You will come away with the knowledge and insight needed to measure and value risk, as well as the ability to put credit derivatives to work. Over fifteen contributors provide in-depth analyses of subjects in their respective areas of expertise, such as: Key products, applications, and typical trades, hedging and credit structuring Pricing of credit default swaps and synthetic CDOs Design of synthetic CDOs Copula models, with illustrative examples Credit derivatives in investment portfolios Opportunities for structuring credit derivatives in accordance with Islamic finance Comprehensive in scope but executed in meticulous detail, The Credit Derivatives Handbook provides a complete, global perspective of what the editors consider “one of the most important financial innovations of recent times.”
Download or read book Insider Trading written by Paul U. Ali and published by CRC Press. This book was released on 2008-08-22 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: Insider trading has long been considered an endemic feature of the world's financial markets. It is unsurprising that the recent growth in mergers and acquisitions worldwide has been accompanied by a growth in insider trading, on a scale not witnessed since the 1980's takeovers boom. Insider Trading: Global Developments and Analysis brings together the latest law and finance research on insider trading. It provides expert coverage on the established US, European, and Asia-Pacific securities markets, as well as the key emerging markets of Brazil and the greater China region. Providing high interest and up-to-date content, the book features several recent cases, including that of Martha Stewart.
Download or read book Cryptofinance and Mechanisms of Exchange written by Stéphane Goutte and published by Springer Nature. This book was released on 2020-01-03 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes how the rapid advancement in encryption and network computing gave birth to new tools and products that have influenced the local and global economy alike. One recent and notable example is the emergence of virtual currencies (such as Bitcoin) also known as cryptocurrencies. Virtual currencies introduced a fundamental transformation that affected the way goods, services and assets are exchanged. As a result of its distributed ledgers based on blockchain, cryptocurrencies not only offer some unique advantages to the economy, investors, and consumers, but also pose considerable risks to users and challenges for regulators when fitting the new technology into the old legal framework. The core of this proposed book is to present and discuss the evidence on financial asset capabilities of virtual currencies. The contributors of this volume analyze several interesting and timely issues such as the particularities of virtual currencies and their statistical characteristics; the diversification benefits of virtual currencies; the behavior and dependence structure between virtual currencies and the financial markets; the economic implications of virtual currencies, their effects, their price risk, and contagion spillovers in a unified and comprehensive framework; the future of virtual currencies and their distributed ledgers technology.
