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Fundamental models in financial theory / / Doron Peleg
| Fundamental models in financial theory / / Doron Peleg |
| Autore | Peleg Doron <1952-> |
| Pubbl/distr/stampa | Cambridge, Massachusetts ; ; London : , : MIT Press, , 2014 |
| Descrizione fisica | 1 online resource (492 p.) |
| Disciplina | 332.01/5195 |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-262-32266-8
0-262-02667-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Foreword; I The Time Value of Capital; 1 Introduction; 2 Building Blocks: Interest and Dividends-The Basic Model; 3 Interest Rates; 4 Valuation of Periodic Cash Flows; 5 Fundamental Bond Valuation Models; 6 Fundamental Share Valuation Models-The Earnings Model and the Dividend Model; 7 Fundamental Share Valuation Models-Modigliani and Miller's Cash Flow Model; 8 Capital Budgeting-Corporate Investment Decision Criteria; 9 Capital Budgeting-Net Cash Flow Construction; II The Risk Value of Capital; 10 Investment Decisions in Random Markets; 11 Personal Preferences in Uncertain Markets
12 The Mean-Variance Model 13 The Capital Asset Pricing Model; 14 Assembling a Practical Portfolio-Allocating a Few Assets; 15 Adding Subjective Views to Portfolio Allocation (the Black-Litterman Model); 16 Capital Structure-Maximizing Company Value; 17 The Cost of Corporate Capital; 18 Risk Trading; 19 Option Pricing; 20 Summary, Insights, and Further Study; Index |
| Record Nr. | UNINA-9910465209703321 |
Peleg Doron <1952->
|
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| Cambridge, Massachusetts ; ; London : , : MIT Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Funds : private equity, hedge and all core structures / / Matthew Hudson
| Funds : private equity, hedge and all core structures / / Matthew Hudson |
| Autore | Hudson Matthew |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | West Sussex, England : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (362 p.) |
| Disciplina | 332.6327 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Finance - Mathematical models
Hedge funds - England |
| ISBN |
1-118-79027-8
1-118-79038-3 1-118-79036-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright Page; Contents; 1 Introduction to Funds; 1.1 Why this book?; 1.2 Alternative assets; 1.3 What is a fund?; 1.4 Categories of funds; 1.4.1 Ways to categorize; 1.5 Choosing a vehicle; 1.6 Open-ended and closed-ended fund structures; 1.6.1 Introduction; 1.6.2 Impact of the credit crisis; 1.7 Contents of this book; 2 Limited Partnerships ... Use in Alternative Asset Funds; 2.1 Introduction to limited partnerships; 2.1.1 Suitability of limited partnerships for alternative asset funds; 2.1.2 Benefits of limited partnerships; 2.1.3 Types of limited partnerships
2.2 Structure of limited partnership funds2.2.1 Role of general and limited partners; 2.2.2 Management and operation of the partnership; 2.2.3 Remuneration; 2.2.4 UK limited partnerships; 2.2.5 US limited partnerships; 2.2.6 Parallel funds; 2.2.7 Master/feeders; 2.3 Establishment of the fund; 2.3.1 Process; 2.3.2 Documentation; 2.4 Investing; 2.4.1 Investment objective and returns; 2.4.2 Investment strategy; 2.4.3 Investment period; 2.4.4 Term; 2.4.5 Fund borrowing; 2.4.6 Investment restrictions; 2.5 Commitments by investors; 2.5.1 Commitments/drawdowns; 2.5.2 Recycling; 2.5.3 Default 2.5.4 Management team's commitment2.5.5 Closings/equalization; 2.5.6 Investor clawback; 2.5.7 Withdrawals; 2.5.8 Transfers; 2.6 Economics; 2.6.1 Management fee/priority profit share; 2.6.2 Distributions/carried interest; 2.6.3 Carried interest, escrow and clawback; 2.6.4 Carried interest structure; 2.6.5 Expenses; 2.6.6 Transactional or monitoring fees; 2.7 Governance; 2.7.1 Removal of the general partner/manager; 2.7.2 Key person; 2.7.3 Advisory committee; 2.7.4 Reports and meetings; 2.8 Some conclusions; 3 Hedge Funds; 3.1 Introduction; 3.2 Types of hedge fund strategies 3.2.1 Market neutral or directional3.2.2 Discretionary or systematic; 3.2.3 Strategy implementation and instruments; 3.2.4 Typical strategies; 3.3 Where are hedge funds located and what are the tax drivers?; 3.3.1 Cayman Islands; 3.3.2 British Virgin Islands; 3.3.3 Jersey; 3.4 Hedge fund investors; 3.4.1 Seed and cornerstone investors; 3.4.2 Incubator funds; 3.4.3 Fund of funds; 3.4.4 Individual investors and family offices; 3.4.5 Platforms; 3.5 Principal vehicles; 3.5.1 The fund vehicle; 3.5.2 Offshore management vehicle; 3.5.3 Onshore advisory entity; 3.6 Types of hedge fund structures 3.6.1 Simple hedge fund3.6.2 The master/feeder structure; 3.6.3 EU UCITS-compliant funds; 3.7 Establishment of the fund; 3.7.1 Process; 3.7.2 Documentation; 3.8 Management and performance fees; 3.8.1 Management fee; 3.8.2 Performance fee; 3.8.3 Hurdle rate; 3.8.4 High water mark; 3.8.5 Redemption fees; 3.9 Other key terms; 3.9.1 Liquidity; 3.9.2 Lock-ups; 3.9.3 Gating provisions; 3.9.4 Capacity; 3.9.5 Early stage or seed investors; 3.9.6 Key man; 3.9.7 Equalization; 3.10 The use of side pockets; 3.11 Regulation; 3.12 Some conclusions 4 Structural Variants and Alternative Structures to Chapters 2 and 3 |
| Record Nr. | UNINA-9910132202903321 |
|
Hudson Matthew
|
||
| West Sussex, England : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Funds : private equity, hedge and all core structures / / Matthew Hudson
| Funds : private equity, hedge and all core structures / / Matthew Hudson |
| Autore | Hudson Matthew |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | West Sussex, England : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (362 p.) |
| Disciplina | 332.6327 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Finance - Mathematical models
Hedge funds - England |
| ISBN |
1-118-79027-8
1-118-79038-3 1-118-79036-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright Page; Contents; 1 Introduction to Funds; 1.1 Why this book?; 1.2 Alternative assets; 1.3 What is a fund?; 1.4 Categories of funds; 1.4.1 Ways to categorize; 1.5 Choosing a vehicle; 1.6 Open-ended and closed-ended fund structures; 1.6.1 Introduction; 1.6.2 Impact of the credit crisis; 1.7 Contents of this book; 2 Limited Partnerships ... Use in Alternative Asset Funds; 2.1 Introduction to limited partnerships; 2.1.1 Suitability of limited partnerships for alternative asset funds; 2.1.2 Benefits of limited partnerships; 2.1.3 Types of limited partnerships
2.2 Structure of limited partnership funds2.2.1 Role of general and limited partners; 2.2.2 Management and operation of the partnership; 2.2.3 Remuneration; 2.2.4 UK limited partnerships; 2.2.5 US limited partnerships; 2.2.6 Parallel funds; 2.2.7 Master/feeders; 2.3 Establishment of the fund; 2.3.1 Process; 2.3.2 Documentation; 2.4 Investing; 2.4.1 Investment objective and returns; 2.4.2 Investment strategy; 2.4.3 Investment period; 2.4.4 Term; 2.4.5 Fund borrowing; 2.4.6 Investment restrictions; 2.5 Commitments by investors; 2.5.1 Commitments/drawdowns; 2.5.2 Recycling; 2.5.3 Default 2.5.4 Management team's commitment2.5.5 Closings/equalization; 2.5.6 Investor clawback; 2.5.7 Withdrawals; 2.5.8 Transfers; 2.6 Economics; 2.6.1 Management fee/priority profit share; 2.6.2 Distributions/carried interest; 2.6.3 Carried interest, escrow and clawback; 2.6.4 Carried interest structure; 2.6.5 Expenses; 2.6.6 Transactional or monitoring fees; 2.7 Governance; 2.7.1 Removal of the general partner/manager; 2.7.2 Key person; 2.7.3 Advisory committee; 2.7.4 Reports and meetings; 2.8 Some conclusions; 3 Hedge Funds; 3.1 Introduction; 3.2 Types of hedge fund strategies 3.2.1 Market neutral or directional3.2.2 Discretionary or systematic; 3.2.3 Strategy implementation and instruments; 3.2.4 Typical strategies; 3.3 Where are hedge funds located and what are the tax drivers?; 3.3.1 Cayman Islands; 3.3.2 British Virgin Islands; 3.3.3 Jersey; 3.4 Hedge fund investors; 3.4.1 Seed and cornerstone investors; 3.4.2 Incubator funds; 3.4.3 Fund of funds; 3.4.4 Individual investors and family offices; 3.4.5 Platforms; 3.5 Principal vehicles; 3.5.1 The fund vehicle; 3.5.2 Offshore management vehicle; 3.5.3 Onshore advisory entity; 3.6 Types of hedge fund structures 3.6.1 Simple hedge fund3.6.2 The master/feeder structure; 3.6.3 EU UCITS-compliant funds; 3.7 Establishment of the fund; 3.7.1 Process; 3.7.2 Documentation; 3.8 Management and performance fees; 3.8.1 Management fee; 3.8.2 Performance fee; 3.8.3 Hurdle rate; 3.8.4 High water mark; 3.8.5 Redemption fees; 3.9 Other key terms; 3.9.1 Liquidity; 3.9.2 Lock-ups; 3.9.3 Gating provisions; 3.9.4 Capacity; 3.9.5 Early stage or seed investors; 3.9.6 Key man; 3.9.7 Equalization; 3.10 The use of side pockets; 3.11 Regulation; 3.12 Some conclusions 4 Structural Variants and Alternative Structures to Chapters 2 and 3 |
| Record Nr. | UNINA-9910827611203321 |
|
Hudson Matthew
|
||
| West Sussex, England : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Game-theoretic foundations for probability and finance / / Glenn Ray Shafer, Rutgers University, New Jersey, USA, Vladimir Vovk, University of London, Surrey, UK
| Game-theoretic foundations for probability and finance / / Glenn Ray Shafer, Rutgers University, New Jersey, USA, Vladimir Vovk, University of London, Surrey, UK |
| Autore | Shafer Glenn <1946-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 332.01/5193 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models Game theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-54793-4
1-118-54803-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910467586903321 |
|
Shafer Glenn <1946->
|
||
| Hoboken, NJ : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Game-theoretic foundations for probability and finance / / Glenn Ray Shafer, Rutgers University, New Jersey, USA, Vladimir Vovk, University of London, Surrey, UK
| Game-theoretic foundations for probability and finance / / Glenn Ray Shafer, Rutgers University, New Jersey, USA, Vladimir Vovk, University of London, Surrey, UK |
| Autore | Shafer Glenn <1946-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 332.01/5193 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models Game theory |
| ISBN |
1-118-54802-7
1-118-54793-4 1-118-54803-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910532227803321 |
|
Shafer Glenn <1946->
|
||
| Hoboken, NJ : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Game-theoretic foundations for probability and finance / / Glenn Ray Shafer, Rutgers University, New Jersey, USA, Vladimir Vovk, University of London, Surrey, UK
| Game-theoretic foundations for probability and finance / / Glenn Ray Shafer, Rutgers University, New Jersey, USA, Vladimir Vovk, University of London, Surrey, UK |
| Autore | Shafer Glenn <1946-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 332.01/5193 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Finance - Statistical methods
Finance - Mathematical models Game theory |
| ISBN |
1-118-54802-7
1-118-54793-4 1-118-54803-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910819461103321 |
|
Shafer Glenn <1946->
|
||
| Hoboken, NJ : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GARCH models : structure, statistical inference and financial applications / / Christian Francq, Jean-Michel Zakoian
| GARCH models : structure, statistical inference and financial applications / / Christian Francq, Jean-Michel Zakoian |
| Autore | Francq Christian |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, NJ : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (506 pages) |
| Disciplina | 332.01/5195 |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-31356-2
1-119-31348-1 1-119-31347-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910555146503321 |
|
Francq Christian
|
||
| Hoboken, NJ : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GARCH models : structure, statistical inference and financial applications / / Christian Francq, Jean-Michel Zakoian
| GARCH models : structure, statistical inference and financial applications / / Christian Francq, Jean-Michel Zakoian |
| Autore | Francq Christian |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Hoboken, NJ : , : Wiley, , 2019 |
| Descrizione fisica | 1 online resource (506 pages) |
| Disciplina | 332.01/5195 |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models |
| ISBN |
1-119-31356-2
1-119-31348-1 1-119-31347-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910830078103321 |
|
Francq Christian
|
||
| Hoboken, NJ : , : Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GARCH models [[electronic resource] ] : structure, statistical inference, and financial applications / / Christian Francq, Jean-Michel Zakoian
| GARCH models [[electronic resource] ] : structure, statistical inference, and financial applications / / Christian Francq, Jean-Michel Zakoian |
| Autore | Francq Christian |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (505 p.) |
| Disciplina | 332.01/5195 |
| Altri autori (Persone) | ZakoianJean-Michel |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models |
| ISBN |
1-119-95739-7
1-282-79451-5 9786612794513 0-470-67005-3 0-470-67004-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
GARCH Models; Contents; Preface; Notation; 1 Classical Time Series Models and Financial Series; 1.1 Stationary Processes; 1.2 ARMA and ARIMA Models; 1.3 Financial Series; 1.4 Random Variance Models; 1.5 Bibliographical Notes; 1.6 Exercises; Part I Univariate GARCH Models; 2 GARCH(p, q) Processes; 3 Mixing*; 4 Temporal Aggregation and Weak GARCH Models; Part II Statistical Inference; 5 Identification; 6 Estimating ARCH Models by Least Squares; 7 Estimating GARCH Models by Quasi-Maximum Likelihood; 8 Tests Based on the Likelihood; 9 Optimal Inference and Alternatives to the QMLE*
Part III Extensions and Applications10 Asymmetries; 11 Multivariate GARCH Processes; 12 Financial Applications; Part IV Appendices; A Ergodicity, Martingales, Mixing; B Autocorrelation and Partial Autocorrelation; C Solutions to the Exercises; D Problems; References; Index |
| Record Nr. | UNINA-9910785029803321 |
|
Francq Christian
|
||
| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GARCH models [[electronic resource] ] : structure, statistical inference, and financial applications / / Christian Francq, Jean-Michel Zakoian
| GARCH models [[electronic resource] ] : structure, statistical inference, and financial applications / / Christian Francq, Jean-Michel Zakoian |
| Autore | Francq Christian |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, 2010 |
| Descrizione fisica | 1 online resource (505 p.) |
| Disciplina | 332.01/5195 |
| Altri autori (Persone) | ZakoianJean-Michel |
| Soggetto topico |
Finance - Mathematical models
Investments - Mathematical models |
| ISBN |
1-119-95739-7
1-282-79451-5 9786612794513 0-470-67005-3 0-470-67004-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
GARCH Models; Contents; Preface; Notation; 1 Classical Time Series Models and Financial Series; 1.1 Stationary Processes; 1.2 ARMA and ARIMA Models; 1.3 Financial Series; 1.4 Random Variance Models; 1.5 Bibliographical Notes; 1.6 Exercises; Part I Univariate GARCH Models; 2 GARCH(p, q) Processes; 3 Mixing*; 4 Temporal Aggregation and Weak GARCH Models; Part II Statistical Inference; 5 Identification; 6 Estimating ARCH Models by Least Squares; 7 Estimating GARCH Models by Quasi-Maximum Likelihood; 8 Tests Based on the Likelihood; 9 Optimal Inference and Alternatives to the QMLE*
Part III Extensions and Applications10 Asymmetries; 11 Multivariate GARCH Processes; 12 Financial Applications; Part IV Appendices; A Ergodicity, Martingales, Mixing; B Autocorrelation and Partial Autocorrelation; C Solutions to the Exercises; D Problems; References; Index |
| Record Nr. | UNINA-9910826296903321 |
|
Francq Christian
|
||
| Hoboken, NJ, : Wiley, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
