Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "14251"
#_source: array:26 [
"id" => "14251"
"slug" => "14251-capital-market-finance-an-introduction-to-primitive-assets-derivatives-portfolio-management-and-risk 
14251-capital-market-finance-an-introduction-to-primitive-assets-derivatives-portfolio-management-an "
"yearMonth" => "2022-11"
"year" => "2022"
"title" => "Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and R "
"description" => "PONCET, P. et PORTAIT, R. (2022). <i>Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk</i>. Cham: Springer. PONCET, P. et PORTAIT, R. (2022). <i>Capital Market Finance. An Introduction to Primitive Assets, De "
"authors" => array:2 [
0 => array:3 [
"name" => "PONCET Patrice"
"bid" => "B00000430"
"slug" => "poncet-patrice"
]
1 => array:1 [
"name" => "PORTAIT Roland"
]
]
"ouvrage" => ""
"keywords" => array:18 [
0 => "Credit default swaps"
1 => "portfolio optimization"
2 => "financial primitive assets"
3 => "Money market instruments"
4 => "Stocks and bonds"
5 => "Futures"
6 => "Forwards"
7 => "Swaps"
8 => "Vanilla options"
9 => "Exotic options"
10 => "Interest rate modeling"
11 => "Interest rate swaps"
12 => "Stochastic calculus"
13 => "Asset valuation"
14 => "Portfolio theory"
15 => "Strategic asset allocation"
16 => "Value-at-risk"
17 => "Credit value-at-risk"
]
"updatedAt" => "2023-10-31 01:01:26"
"publicationUrl" => "https://link.springer.com/book/10.1007/978-3-030-84600-8"
"publicationInfo" => array:3 [
"pages" => ""
"volume" => ""
"number" => ""
]
"type" => array:2 [
"fr" => "Livres"
"en" => "Books"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
This book offers a comprehensive and coherent presentation of almost all aspects of Capital Market Finance, providing hands-on knowledge of advanced tools from mathematical finance in a practical setting.\n This book offers a comprehensive and coherent presentation of almost all aspects of Capital Market F
Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical techniques used by professionals, and books in mathematical finance, which are often more focused on mathematical refinements than on practical uses, this book employs advanced mathematical techniques to cover a broad range of key topics in capital markets. In particular, it covers all primitive assets (equities, interest and exchange rates, indices, bank loans), most vanilla and exotic derivatives (swaps, futures, options, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as well as portfolios. Throughout, the authors emphasize the methodological aspects and probabilistic foundations of financial asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is provided as needed, and over 200 fully worked numerical examples illustrate the theory.\n Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical tec
Based on the authors' renowned master's degree courses, this book is written for students in business and finance, as well as practitioners in quantitative finance. Apart from an undergraduate-level knowledge of calculus, linear algebra and probability, the book is self-contained with no prior knowledge of market finance required. Based on the authors' renowned master's degree courses, this book is written for students in busines
"""
"en" => """
This book offers a comprehensive and coherent presentation of almost all aspects of Capital Market Finance, providing hands-on knowledge of advanced tools from mathematical finance in a practical setting.\n This book offers a comprehensive and coherent presentation of almost all aspects of Capital Market F
Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical techniques used by professionals, and books in mathematical finance, which are often more focused on mathematical refinements than on practical uses, this book employs advanced mathematical techniques to cover a broad range of key topics in capital markets. In particular, it covers all primitive assets (equities, interest and exchange rates, indices, bank loans), most vanilla and exotic derivatives (swaps, futures, options, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as well as portfolios. Throughout, the authors emphasize the methodological aspects and probabilistic foundations of financial asset valuation, risk assessment and measurement. Background in financial mathematics, particularly stochastic calculus, is provided as needed, and over 200 fully worked numerical examples illustrate the theory.\n Filling the gap between traditional finance textbooks, which tend to avoid advanced mathematical tec
Based on the authors' renowned master's degree courses, this book is written for students in business and finance, as well as practitioners in quantitative finance. Apart from an undergraduate-level knowledge of calculus, linear algebra and probability, the book is self-contained with no prior knowledge of market finance required. Based on the authors' renowned master's degree courses, this book is written for students in busines
"""
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-03-17T23:21:42.000Z"
"docTitle" => "Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and R "
"docSurtitle" => "Livres"
"authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, PORTAIT Roland"
"docDescription" => "<span class="document-property-authors">PONCET Patrice, PORTAIT Roland</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2022</span> <span class="document-property-authors">PONCET Patrice, PORTAIT Roland</span><br><span class="docume "
"keywordList" => "<a href="#">Credit default swaps</a>, <a href="#">portfolio optimization</a>, <a href="#">financial primitive assets</a>, <a href="#">Money market instruments</a>, <a href="#">Stocks and bonds</a>, <a href="#">Futures</a>, <a href="#">Forwards</a>, <a href="#">Swaps</a>, <a href="#">Vanilla options</a>, <a href="#">Exotic options</a>, <a href="#">Interest rate modeling</a>, <a href="#">Interest rate swaps</a>, <a href="#">Stochastic calculus</a>, <a href="#">Asset valuation</a>, <a href="#">Portfolio theory</a>, <a href="#">Strategic asset allocation</a>, <a href="#">Value-at-risk</a>, <a href="#">Credit value-at-risk</a> <a href="#">Credit default swaps</a>, <a href="#">portfolio optimization</a>, <a href="#">financial "
"docPreview" => "<b>Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk</b><br><span>2022-11 | Livres </span> <b>Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management an "
"docType" => "research"
"publicationLink" => "<a href="https://link.springer.com/book/10.1007/978-3-030-84600-8" target="_blank">Capital Market Finance. An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk</a> <a href="https://link.springer.com/book/10.1007/978-3-030-84600-8" target="_blank">Capital Market Fi "
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.727519
+"parent": null
}
