Download or read book La gestion d actifs quantitative written by Thierry Roncalli and published by . This book was released on 2010 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: La convergence de la gestion alternative et de la gestion traditionnelle, d'une part, l'émergence de la gestion quantitative, d'autre part, reflètent la profonde mutation de la gestion d'actifs. Ce livre propose d'aborder ces différents thèmes, tous fondés sur le contrôle du risque et les modèles d'allocation d'actifs. Cet ouvrage offre un panorama des différentes modalités de la gestion quantitative, allant de la gestion indicielle à la gestion hedge funds en passant par les gestions structurée, diversifiée, profilée ou de performance absolue. L'ouvrage présente également les différentes stratégies quantitatives que sont les stratégies de réplication, d'allocation, d'options, de volatilité, d'arbitrage ou encore les stratégies trend following et mean reverting. Il montre en particulier comment l'optimisation de portefeuille, l'économétrie financière et les stratégies de gestion s'emboîtent pour former une stratégie quantitative. Il contient de nombreux exemples et illustrations portant sur les différentes classes d'actifs (actions, taux d'intérêt, change et matières premières). Ce livre s'adresse aux étudiants de master, qui veulent devenir des " quants " et travailler dans la finance quantitative, et aux professionnels qui cherchent à mieux comprendre les modèles mathématiques et statistiques utilisés dans la gestion d'actifs.
Download or read book Introduction to Risk Parity and Budgeting written by Thierry Roncalli and published by CRC Press. This book was released on 2016-04-19 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of investment after the global fina
Download or read book Bilingual Dictionary of Terms written by François Elandi and published by Xlibris Corporation. This book was released on 2019-02-14 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bilingual Dictionary of Terms Banks. Finances. Money. Financial Markets / Banques. Finances. Monnaie. Marchés Financiers METODES Editions Collection Culture & Savoir (C&S) François Elandi This bilingual work, fruit of a team of specialists and professionals, deals with banking, finance, and stock market practices with —— more than 25,000 words and terms used in French and in British and North American English of today; —— convenient examples to better assimilate the terms used, contributing to make the work the most precise reference in its specialty; and —— a cross-reference system to more precise definitions and complementary expressions to other words and terms inside the development of a word or an expression. It is intended for ——high school pupils and students of higher education, ——professional users, and ——the general public. In order for them to ——acquire and develop their professional lexicological heritage; ——master the exact terminology in the practice linked to their activity or profession; ——perfect their knowledge in banking, finance, and stock exchange practice; and ——better communicate efficiently. Cet ouvrage bilingue, fruit d’une équipe de spécialistes et de professionnels, traite des pratiques bancaires, financières et boursières, avec : ——Plus de 25000 mots et termes utilisés en français et en anglais britannique et nordaméricain ; ——Des exemples pratiques pour mieux assimiler l’emploi de ces termes, contribuant à faire de l’ouvrage la référence la plus précise dans sa spécialité ; ——Un système de renvois à des définitions et explications complémentaires et plus précises à d’autres mots et termes au sein du développement d’un mot ou d’une expression. Il est destiné : ——A l’élève des lycées et collèges ou à l’étudiant de l’enseignement supérieur ; ——A l’utilisateur professionnel ; ——Au grand public. Pour : ——Acquérir et développer son patrimoine lexicologique professionnel ; ——Maîtriser la terminologie exacte dans la pratique liée à son activité ou à sa profession ; ——Perfectionner ses connaissances dans la pratique bancaire, financière et boursière ; ——Mieux communiquer efficacement.
Download or read book Flood Evaluation and Dam Safety written by CIGB ICOLD and published by CRC Press. This book was released on 2018-08-06 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hydrology and dams are two fields that are obviously closely related. Four bulletins have so far been published by the Committee: Selection of Design Flood – Current methods, Dams and Floods – Guidelines and cases histories, Role of Dams in Flood Mitigation – A review and Integrated Flood Management. These bulletins have essentially addressed floods, the risks they represent and their significance for the concerned populations. The present Bulletin deviates slightly from this path, adopting a somewhat more technical perspective. The text consists of three chapters, conceived to be accessible to the practitioners.
Download or read book PEB Exchange written by and published by . This book was released on 2005-06 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Ethics and Accountability in a Context of Governance and New Public Management written by Annie Hondeghem and published by IOS Press. This book was released on 1998 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ethics and accountability have become important themes for modern government, as in most of the countries there is a severe crisis of legitimacy. Increasingly there is a feeling that performance management alone will not solve this crisis. Citizens also expect from politicians and public servants ethical responsible conduct. As to the ethics, however, there is a problem. Governance and new public management have raised new problems which cannot be solved by referring to the traditional bureaucratic ethics. Devolution and decentralisation processes have enhanced the responsibility of public servants. The increase of transparency and openness and the service orientation of public organisations have challenged the traditional values of discretion and equality before the rule. The growing interaction between the public and the private sector have raised the question of integrity. In light of these developments, it is important to update the ethical system, or reversibly, the traditional values of the public service can question some actual evolutions in government.
Download or read book Twenty Seventh International Congress on Large Dams Vingt Septi me Congr s International des Grands Barrages written by ICOLD CIGB and published by CRC Press. This book was released on 2022-05-20 with total page 3287 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Committee on Large Dams (ICOLD) held its 27th International Congress in Marseille, France (12-19 November 2021). The proceedings of the congress focus on four main questions: 1. Reservoir sedimentation and sustainable development; 2. Safety and risk analysis; 3. Geology and dams, and 4. Small dams and levees. The book thoroughly discusses these questions and is indispensable for academics, engineers and professionals involved or interested in engineering, hydraulic engineering and related disciplines.
Download or read book Le pr parateur en pharmacie Guide th orique et pratique 2e ed written by GAZENGEL Jean-Marie and published by Lavoisier. This book was released on 2013-04-15 with total page 1858 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le préparateur en pharmacie – Guide théorique et pratique, 2e édition, aborde avec clarté et simplicité les différents aspects du savoir polyvalent que l’on attend du préparateur, appelé à seconder les pharmaciens titulaires et adjoints dans maintes tâches de l’officine : dispensation, conseil et information du public, préparation et réalisation des PDA (préparations des doses à administrer), vigilance, accueil et vente, documentation, gestion des stocks, administration, hygiène, diététique et maintien à domicile… Le personnel de l’officine doit aujourd’hui exercer sa mission de conseil avec d’autant plus de clairvoyance que le public, exposé à un discours médiatique et publicitaire à forte consonance scientifique, dispose de produits cosmétiques et de thérapeutiques « alternatives » où le naturel et le végétal jouent un très grand rôle, mais où les risques de l’automédication imposent un effort de pharmacovigilance et de toxicovigilance accru. Cette nouvelle édition, entièrement réactualisée, constitue un guide de référence pour les futurs préparateurs en pharmacie en respectant le référentiel du brevet professionnel, ainsi qu’un outil indispensable à la formation continue des préparateurs en mettant à leur disposition une somme d’informations facilement accessibles. Elle est également fort utile aux étudiants en pharmacie, dont le cursus comprend de nombreux stages : d’initiation officinale, d’application des enseignements coordonnés et de pratique professionnelle.
Download or read book Mathematics of the Financial Markets written by Alain Ruttiens and published by John Wiley & Sons. This book was released on 2013-08-05 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of the Financial Markets Financial Instruments and Derivatives Modeling, Valuation and Risk Issues "Alain Ruttiens has the ability to turn extremely complex concepts and theories into very easy to understand notions. I wish I had read his book when I started my career!" Marco Dion, Global Head of Equity Quant Strategy, J.P. Morgan "The financial industry is built on a vast collection of financial securities that can be valued and risk profiled using a set of miscellaneous mathematical models. The comprehension of these models is fundamental to the modern portfolio and risk manager in order to achieve a deep understanding of the capabilities and limitations of these methods in the approximation of the market. In his book, Alain Ruttiens exposes these models for a wide range of financial instruments by using a detailed and user friendly approach backed up with real-life data examples. The result is an excellent entry-level and reference book that will help any student and current practitioner up their mathematical modeling skills in the increasingly demanding domain of asset and risk management." Virgile Rostand, Consultant, Toronto ON "Alain Ruttiens not only presents the reader with a synthesis between mathematics and practical market dealing, but, more importantly a synthesis of his thinking and of his life." René Chopard, CEO, Centro di Studi Bancari Lugano, Vezia / Professor, Università dell'Insubria, Varese "Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles, the book should be accessible to anyone who is comfortable with trading strategies, numbers and formulas." Dr Yuh-Dauh Lyuu, Professor of Finance & Professor of Computer Science & Information Engineering, National Taiwan University
Download or read book Financial Market Trends written by and published by . This book was released on 2001 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Analytical Dictionary of Retailing written by Jeanne Dancette and published by PUM. This book was released on 2000 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Yearbook of International Organizations written by and published by . This book was released on 2014 with total page 1532 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Finance written by Michael Kohlmann and published by Birkhäuser. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2000 is the centenary year of the publication of Bachelier's thesis which - together with Harry Markovitz Ph. D. dissertation on portfolio selection in 1952 and Fischer Black's and Myron Scholes' solution of an option pricing problem in 1973 - is considered as the starting point of modern finance as a mathematical discipline. On this remarkable anniversary the workshop on mathematical finance held at the University of Konstanz brought together practitioners, economists and mathematicians to discuss the state of the art. Apart from contributions to the known discrete, Brownian, and Lvy process models, first attempts to describe a market in a reasonable way by a fractional Brownian motion model are presented, opening many new aspects for practitioners and new problems for mathematicians. As most dynamical financial problems are stochastic filtering or control problems many talks presented adaptations of control methods and techniques to the classical financial problems in portfolio selection irreversible investment risk sensitive asset allocation capital asset pricing hedging contingent claims option pricing interest rate theory. The contributions of practitioners link the theoretical results to the steadily increasing flow of real world problems from financial institutions into mathematical laboratories. The present volume reflects this exchange of theoretical and applied results, methods and techniques that made the workshop a fruitful contribution to the interdisciplinary work in mathematical finance.
Download or read book Portfolio Theory and Performance Analysis written by Noel Amenc and published by John Wiley & Sons. This book was released on 2005-01-21 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on cost optimisation and learning curve objectives. This book connects each of these major categories of techniques and practices to the unifying and seminal conceptual developments of modern portfolio theory. In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession. Allows the professionals, whether managers or investors, to take a step back and clearly separate true innovations from mere improvements to well-known, existing techniques Puts into context the importance of innovations with regard to the fundamental portfolio management questions, which are the evolution of the investment management process, risk analysis and performance measurement Takes the explicit or implicit assumptions contained in the promoted tools into account and, by so doing, evaluate the inherent interpretative or practical limits
Download or read book De l entrepreneuriat la gouvernance Enjeux et perspectives written by BEN-HAFAÏEDH Cyrine and published by Lavoisier. This book was released on 2013-04-01 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le couple « entrepreneuriat et gouvernance » permet de relever les défis économiques. L’entrepreneuriat contribue à la création d’emplois et à la croissance. La gouvernance favorise la pérennité des entreprises nouvelles et leur performance. Le climat créé par une bonne gouvernance a aussi un effet d’entraînement sur l’innovation et l’entrepreneuriat au sein des entreprises. L’objectif est donc de maintenir ce cercle vertueux créateur de valeur pour les pays. Il est alors important non seulement de comprendre les enjeux d’aujourd’hui au niveau de l’entrepreneuriat et de la gouvernance, mais aussi d’anticiper les défis de demain. Ainsi, chaque chapitre analyse un problème à résoudre ou identifie un défi à relever tout en proposant des recommandations pratiques.
Download or read book Risk written by and published by . This book was released on 2002 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:
