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Critique de La Valeur Fondamentale

Critique de La Valeur Fondamentale

          
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About the Book

Cet ouvrage crit avec la collaboration de . Challe, Ph. de la Chapelle, P. Hyme, S. Galam, Y. Tadjeddine et I. This, fait le point sur les diff rentes conceptions de la valeur fondamentale en finance, les proc d?'s de son calcul et les d bats en cours dans la th orie financi re comme dans les pratiques professionnelles. Ces notions - celles d efficacit informationnelle, de bulles rationnelles, de volatilit, de bruitage des cours, de croyances des agents, de rationalit en contexte incertain - sont examin es syst matiquement. Leurs arri re-plans intuitifs, th oriques et math matiques sont pr sent?'s dans un m me cadre d analyse. Le livre rend compte des alternatives offertes par la mod lisation math matique. Il prend au s rieux ce constat: tous les aspects des faits de finance ne sont pas calculables. L ouvrage s adresse aux sp cialistes des finances, th oriciens ou professionnels, aux conomistes et aux chercheurs en sciences sociales qui s interrogent sur la consistance et la coh rence des ph nom nes financiers. La finance est entr e en quelque sorte dans une phase de d construction ]. Mais ni les anomalies boursi res, ni les biais des op rateurs en bourse qui sont l'origine de celle-ci n'ont pu ce jour tre mis concr tement profit par les professionnels de la gestion de portefeuille ]. C'est le grand m rite de l'ouvrage dirig par Christian Walter et Eric Brian d'entamer avec leur critique de la valeur fondamentale le n cessaire travail de reconstruction. Ils le font avec m thode, p dagogie, clart, conviction et parfaite connaissance de la litt rature. Bertrand Jacquillat, professeur l Institut d tudes politiques de Paris (Sciences Po).


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Product Details
  • ISBN-13: 9782287730696
  • Publisher: Springer Editions
  • Binding: Paperback
  • Language: French
  • Returnable: N
  • Spine Width: 13 mm
  • Width: 152 mm
  • ISBN-10: 2287730699
  • Publisher Date: 23 Oct 2007
  • Height: 231 mm
  • No of Pages: 204
  • Series Title: French
  • Weight: 386 gr


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