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Options (Finance) --- Mathematical models --- Interest rate futures --- Securities --- Prices --- Options (Finance) - Mathematical models. --- Interest rate futures - Mathematical models. --- Securities - Prices - Mathematical models. --- Finances --- Option

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En trois parties : le comportement de l'investisseur vis-à-vis du risque, les choix de portefeuille et l'équilibre sur le marché des actions ; l'évaluation des options ; l'évaluation des obligations et l'étude de la gamme des taux d'intérêt. Ce livre n'est pas réservé à des mathématiciens chevronnés et n'utilise que les notions usuelles d'analyse et d'algèbre.

Stock warrants --- Portfolio management --- Industrial management --- Bons de souscription d'actions --- Gestion de portefeuille --- Gestion d'entreprise --- Finance --- Finances --- Valeurs mobilieres --- Capital assets pricing model --- Securities --- Options (Finance) --- Equilibrium (Economics) --- Evaluation --- Modèles mathématiques --- Prices --- Mathematical models --- Valeurs mobilières --- Valeurs mobilieres - Evaluation --- Valeurs mobilieres - Evaluation - Modèles mathématiques --- Securities - Prices - Mathematical models --- Options (Finance) - Prices - Mathematical models

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Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques. *Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives

Investment analysis - Mathematics. --- Investment analysis. --- Securities - Prices - Mathematical models. --- Stock price forecasting. --- Stock price forecasting --- Securities --- Investment analysis --- Finance --- Business & Economics --- Investment & Speculation --- Mathematics --- Mathematical models --- Prices --- Mathematics. --- Mathematical models. --- Analysis of investments --- Analysis of securities --- Security analysis --- Forecasting, Stock price --- Security price forecasting --- Stocks --- Forecasting --- Business forecasting

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In Financial Decisions and Markets, John Campbell, one of the field's most respected authorities, provides a broad graduate-level overview of asset pricing. He introduces students to leading theories of portfolio choice, their implications for asset prices, and empirical patterns of risk and return in financial markets. Campbell emphasizes the interplay of theory and evidence, as theorists respond to empirical puzzles by developing models with new testable implications. The book shows how models make predictions not only about asset prices but also about investors' financial positions, and how they often draw on insights from behavioral economics. After a careful introduction to single-period models, Campbell develops multiperiod models with time-varying discount rates, reviews the leading approaches to consumption-based asset pricing, and integrates the study of equities and fixed-income securities. He discusses models with heterogeneous agents who use financial markets to share their risks, but also may speculate against one another on the basis of different beliefs or private information. Campbell takes a broad view of the field, linking asset pricing to related areas, including financial econometrics, household finance, and macroeconomics. The textbook works in discrete time throughout, and does not require stochastic calculus. Problems are provided at the end of each chapter to challenge students to develop their understanding of the main issues in financial economics. --

Money market. Capital market --- Securities --- Capital assets pricing model --- Investments --- Prices --- Mathematical models --- Decision-making --- Capital assets pricing model. --- Valeurs mobilières --- Modèle de fixation du prix des actifs. --- Investissements --- Mathematical models. --- Decision making. --- Prix --- Modèles mathématiques. --- Prise de décision. --- Securities - Prices - Mathematical models --- Investments - Decision-making

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Many mathematical assumptions on which classical derivative pricing methods are based have come under scrutiny in recent years. The present volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This unified, non-Monte-Carlo computational pricing methodology is capable of handling rather general classes of stochastic market models with jumps, including, in particular, all currently used Lévy and stochastic volatility models. It allows us e.g. to quantify model risk in computed prices on plain vanilla, as well as on various types of exotic contracts. The algorithms are developed in classical Black-Scholes markets, and then extended to market models based on multiscale stochastic volatility, to Lévy, additive and certain classes of Feller processes.  The volume is intended for graduate students and researchers, as well as for practitioners in the fields of quantitative finance and applied and computational mathematics with a solid background in mathematics, statistics or economics.

Business mathematics. --- Derivative securities -- Prices -- Mathematical models. --- Finance -- Mathematical models. --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Finance --- Mathematical models. --- Data processing. --- Mathematics. --- Economics, Mathematical. --- Numerical analysis. --- Probabilities. --- Quantitative Finance. --- Numerical Analysis. --- Probability Theory and Stochastic Processes. --- Finance. --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Mathematical analysis --- Funding --- Funds --- Economics --- Currency question --- Economics, Mathematical . --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Mathematical economics --- Econometrics --- Methodology --- Social sciences --- Mathematics in Business, Economics and Finance. --- Probability Theory. --- Derivative securities --- Prices