SwapsDerivatives

Algorithms, professional associations, academic program , Progiciel, Publications et analyses, Index général

New at Carswell ! Derivative Financial Instruments: Tax and legal aspects by Michel Maher

Professionally designed for practical use, this reference book (French version only) with updates on taxation of derivatives instruments will be useful for lawyers, accountants, tax practitioners, portfolio + pension funds managers as well as, with its complete lexical, small business ans investors (French version only).

Détails

Finances internationales
Bien sûr l'argent n'a pas d'odeur mais pas d'odeur vous monte au nez ...Répercussions du dossier Enron: Agir Avant que le procès de la comptabilité ne commence. La Crédibilité des États financiers en cause ou les instruments financiers dérivés hors de contrôle

Aux États-Unis, personne n’avait réagit lorsque de dangereux conflits d'intérêts se profilaient à l'horizon. Voila maintenant que la comptabilité a servi à masquer des fraudes titanesques avec l’effondrement du géant au pieds d’argile qu’était la société Enron sous le couvert d'États financier dits "vérifiés". Nous avions entendu parler de concentration des pouvoirs, de double-mandats, comptabilité créative, et personne n'a bronché. Il est plus que temps d'examiner plus sérieusement si le public est protégé au-delà des remparts de papiers que sont devenues les corporations professionnelles. Celles-ci encadrent leurs membres mais le flou qui les séparent laisse le champ libre à des abus et les lacunes de la désuétude du système législatif donne plus de droit aux professionnels d’autres pays de l’ALENA qu’à des professionnels compétents et responsables formés ici.
Glossaires

Sites fondamentaux

Répertoire de sites

Applications originales

Algorithme

RiskCare

RiskMetrics Group

Risk Theory Where beginners may catch the idea what is all that risk buzz about, to supply students with teaching materials and to involve professionals into intensive discussion on relevant topics.

Algorithmics, Inc. Risk management software and research.

Axone-Tradition Financial Terminology Database This glossary with over 5000 financial terms in English, German, French and Italian can be used free of charge for non-commercial use on a query-by-query basis.

FinancialCAD Corporation FinancialCAD for Excel combines the worlds most comprehensive financial instrument modeling library, with automated spreadsheet building tools and productivity features that make it faster and easier for you to do valuation, risk management and cash flow analysis in Excel. FinancialCAD for Excel supports bonds and bond derivatives, commodity, equity and foreign exchange derivatives, money market instruments and related derivatives, as well as structured interest rate products like swaps, swaptions, caps and floors.

FinMath.com FinMath.com @ Chicago. Financial Engineering & Risk Management Workshop

Finweb A financial and economics web-site created and maintained by James R. Garven, Ph.D. Includes links to economics and risk management journals, and working papers.

Foretrade ForeTrade Technologies endeavour to provide financial market traders with custom trading solutions and tools using state-of-the-art non linear techniques such as artificial intelligence (neural nets and genetic algorithms) and wavelets.

	Associations professionnelles, Research Institutes, & Conferences International Association of Financial Engineers www.iafe.org Financial Conferences www.financial-conferences.com Global Association of Risk Professionals www.garp.com Mathematical Sciences Research Institute www.msri.org Institut des dérivés de Montréal Montréal sur la scène des dérivés Institut des dérivés de Montréal


Les dérivés visent la gestion du risque et de la trésorerie, mais comment limiter leur utilisation à des fins contre- productives Entendons nous. Nous ne saurions être contre la spéculation qui est à la base du système de valeurs ou ceux qui prennent des risques méritent la rétribution pour leur capital et leur travail. Mais si certains dépassent les bornes et n'ont pour règles du jeux que leur propres intérêt (rendre publiques les pertes et privatiser les profits), certains spéculateurs et courtiers paient parfois chèrement leur prise de positions. On a catalogué divers types de risque tous liés aux effets indésirables de contrats financiers mal adaptés au contexte, tous liés aux conséquences imprévues de leur utilisation inconsidérées. Effet Forrest Gump, effet Pretty face, etc...comment maintenant ne pas prévoir qu'un cocontractant prestigieux pourrait se transformer en cas de pertes, en victime sympathique aux yeux de la Cour. Les contrats renferment maintenant tous des dispositions à l'effet que les parties ne sont pas le conseiller l'une de l'autre...	Programmes académiques Carnegie Mellon University fastweb.gsia.cmu.edu/MSCF/ Chicago, University of finmath.uchicago.edu Claremont Graduate University www.cgu.edu/msfe Columbia University www.ieor.columbia.edu/finance.html Cornell University www.orie.cornell.edy/meng/brochure/tables/financial1.html Dublin City University www.dcu.ie/maths/msc/msc_fin_ind.html Massachusetts Institute of Technology web.mit.edu/sloan/mba Michigan, University of www.umich.edu/~fep/ New York University math.nyu.edu/financial_mathematics/ Oregon Graduate Institute www.cse.ogi.edu/CompFin/ Purdue University www.physics.purdue.edu/cfp/index.html/ Southern California, University of www.usc.edu/dept/LAS/CAMS/MF/ Stanford University cartan.stanford.edu/finmath Toronto, University of www.math.toronto.edu/finance


	Progiciel Infinity, A SunGard Company Software solutions for risk management, trading and finance. Publications et analyses Financial Engineering News www.fenews.com
	Index général In the Money de Mark Ribenstein Advanced Risk Management Solutions Ltd. Software, consultancy and training. Alef Corporation Alef Corporation manufactures custom supercomputers specialized for the strategic risk management of financial institutions, corporations, and portfolios of assets including exotic derivatives.All About Value at Risk Value at Risk Resources. Bibliography of VAR books, articles, and research. Includes links to VAR software vendors, RiskMetrics publications, risk related rules and regulations, and conferences and courses. Appliederivatives.com Takes a more newsy look at topical issues. Artisan Analytics Provides analytics software and consulting to financial institutions and service providers, supporting lients' efforts in structured finance, secondary marketing, securities trading, financial databases, and project finance. Alternative Investment Management Association Features full-text articles and regulatory reports. Algorithmics, Inc. Risk management software and research. Axone-Tradition Financial Terminology Database This glossary with over 5000 financial terms in English, German, French and Italian can be used free of charge for non-commercial use on a query-by-query basis. B Bank Capital - Squeezing More Into Tier One Euromoney (article): Financial engineering solutions applied to increasing bank tier one capital ratios. (December, 1998) BankWeb Comprehensive directory of banks. BARRA Investment data, research, and market information. Bob's Guide Financial Technology resources Brownian Motion Movie by Paul Garrett C 10 MYTHS ABOUT FINANCIAL DERIVATIVES Cato Institute Policy Analysis No. 283 September 11, 1997 Calibrex International Corp. Financial add-ins for Microsoft Excel7 Capital Market Risk Advisors Includes full-text of Survey of Financial Institutions' Dependence on Quantitative Professionals, SEC Market Risk Disclosure Survey Results, and Survey of Implementation of Risk Standards prepared for the Risk Standards Working Group. This site also provides the text of published articles and studies written by the firm's risk management experts. Center for Interactive Financial Training CFO Magazine and Treasury & Risk Management Magazine Commodities Now A dedicated web service from Commodities Now magazine - the quarterly journal for the commodities industry. Commodity Futures Trading Commission Credit Suisse Financial Products Credit Risk+ Credit risk measurement model from Credit Suisse. Credit Risk Resource Links to information about credit risk management Credix Credix provides pre-packaged data warehouse software and decision support consulting services that enable financial institutions to manage credit risk on a portfolio basis. D db RiskOffice Derivative Solutions Rigorous analytics consistently applied to all fixed income instruments Derivatives Strategy Print journal with online archives. The Derivatives Zine by Bill Margrabe. Contains extensive links to derivatives sites on the WWW, derivatives dictionary, derivatives humor, among other items. E eRisks.com Portal for financial and insurance risk managers, providing news, data, analytics, research, education, case studies, benchmarks and best practices. ErivativesReview.com Looks at key issues and trands in a more indepth and strategic way. F Fat Tails Financial Analysis A consulting firm specializing in helping financial institutions and corporate treasury centers in the Nordic region to manage financial risk in theory and practice. Finance & Stochastics Print Journal. FinancialCAD Corporation FinancialCAD for Excel combines the worlds most comprehensive financial instrument modeling library, with automated spreadsheet building tools and productivity features that make it faster and easier for you to do valuation, risk management and cash flow analysis in Excel. FinancialCAD for Excel supports bonds and bond derivatives, commodity, equity and foreign exchange derivatives, money market instruments and related derivatives, as well as structured interest rate products like swaps, swaptions, caps and floors. Financialcalendar.com The Financial Calendar is a giant database of holidays that extends over 30 years into the future for over 250 financial centers around the world, including bank, stock exchange and futures exchange holidays. This site, which is owned and operated by Swaps Monitor Publications, Inc. of New York, makes that data available over the Internet. Financial Engineer Financial Engineer is a derivatives pricing and rate-risk management system aimed primarily at users of swaps, interest rate options and other related instruments. Financial Engineering & the Japanese Markets Print journal. Financial Engineering Associates, Inc. Software, consulting, training, research. K2 Financial Engineering The Financier Print journal. Financial Engineering News The bi-monthly newspaper of financial engineering. News about work near the nexus of quantitative methods, information technology and finance. Free subscriptions are available. Financial Engineering Services, Inc. Financial Engineering with Mathematica Example uses of well known software program. Financial Engines, Inc. Financial Engines Investment Advisor™ brings state-of-the-art financial analysis to individual investors FinanceWise FinanceWise. Index to risk management, syndicated finance, and equities related sites. FinMath.com FinMath.com @ Chicago. Financial Engineering & Risk Management Workshop Finweb A financial and economics web-site created and maintained by James R. Garven, Ph.D. Includes links to economics and risk management journals, and working papers. Foretrade ForeTrade Technologies endeavour to provide financial market traders with custom trading solutions and tools using state-of-the-art non linear techniques such as artificial intelligence (neural nets and genetic algorithms) and wavelets. FOSTERING FINANCIAL INNOVATION: THE ROLE OF GOVERNMENT Cato Institute policy paper. Futures Guide Futures Magazine Print journal. Futures Online Includes quotes and end of day data. Fibonacci: gestionnaires de portefeuille, aux négociateurs de taux d’intérêt et de devises, aux investisseurs en valeurs mobilières et aux spéculateurs du marché à terme, visent à appliquer les principes d’Elliott et les nombres de Fibonacci, ce qui les aidera à analyser les tendances de cours en gestion du risque. Les ratios de Fibonacci Le principe des vagues d'Elliott L'application du modèle des cinq vagues Les corrections Le prolongement des vagues Les objectifs de prix L'analyse du temps La combinaison prix/temps La spirale logarithmique G Global Financial Markets Institute Dedicated to training, educating and consulting with members of the global financial community. The focus of the company is the Treasury, Capital Markets and Investment Banking arenas. Global Investor Financial resources. Global Treasury News News information and research on banking, cash management, emu, risk management, treasury technology, electronic banking, world regions economic updates, treasury strategy, country cash management guides, e-commerce, recruitment and events. Golden Gate University Master of Science in Financial Engineering Goldman Sachs Quantitative Strategies Research Downloadable versions of research papers H Hennessee Group Contains the full-text of the most recent Hennessee Hedge Fund Review. Hedge Fund Research Allows free viewing of the latest performance report on the Hedge Fund Indexes. HedgeScan A hedge fund research library and dynamic analysis tool for investment professional and sophisiticated investor. I ICM Online - Financial markets and practice Electronically delivered business intelligence for the wholesale financial markets. ICM Online delivers the latest practitioner presentations, financial case studies and keynote addresses taken from global capital markets business strategy events. Ira Epstein & Co. Provides current futures prices for site visitors willing to register. IFCI Risk Watch Includes the text of selected regulatory documents from the BIS, IOSCO, G-30, an extensive glossary, and a 13-point "Risk Management" checklist. Infinity, A SunGard Company Software solutions for risk management, trading and finance. Integral Derivatives and risk systems and consulting. Intermark Solutions A multi-product, inexpensive trading and riskmanagement system called FOCUS; option pricing papers. International Financing Review print journal. International Thomson Business Press In-the-Money.com Mark Rubinstein's site for derivatives. InvestorMap Directory of Financial Resources Institut des dérivés: En naviguant sur ce site, vous pourrez vous familiariser avec les dérivés ainsi qu'avec le programme de formation de l'organisme. J John Wiley & Sons, Inc. Journal of Computational Finance JP Morgan CreditMetrics K The Kamakura Corporation Original Research to Solve Practical Risk Management Problems KAWALLER & Company Assists businesses in their use of derivative instruments to manage their financial risk, helping commercial and investment banks, brokerage firms, pension funds, mutual funds, accounting firms, and corporate treasury departments. L Leading a Regulatory Agency: Lessons from the CFTC Cato Institute policy paper. Legal Information Institute Supreme court rulings Lombard Risk Group A world leader in both software and training for the financial markets, with a special focus on derivatives and enterprise wide risk management. M Managed Accounts Reports Includes recent performance rankings of Hedge Funds and Funds of Funds Martin Ward Anderson A leading banking and finance consultancy with a specialist team involved in the recruitment of Market Risk, Credit Risk and Quantitative Analysis professionals. Mathworks - Matlab MathSoft, Inc. Measurisk.com Provides institutional investors with ongoing comprehensive risk analysis using industry-standard methodologies including Value-at-Risk (VaR), all delivered over the World Wide Web. Our service is tailored to support the Basle Committee on Banking Supervision and the Risk Standards for Institutional Investors Working Group recommendations. Monis Software, Inc. Monis Software supplies over 500 of the world's leading financial institutions with libraries and spreadsheet- and database-based applications for derivatives analysis and risk management. Packages are available, some with integrated proprietary data, for Equity Derivatives (Convertibles/Hybrids and Options) and Interest Rates and Fixed Income Derivatives. FX, Credit, Commodities and Electricity Derivatives from 1Q99. Training, installation, integration and data handling middleware are available as optional extras. N NumaWeb Includes extensive list of links to international futures and options exchanges, options strategy guide, courses and conferences, calculators, and derivatives bookshop. The Numa Dictionary of DERIVATIVES ACRONYMS . NYIF Online O Orange County Value at Risk Case by Philippe Jorion Octanti Associates a consulting firm specialising in computational finance, risk software systems design, and risk strategies for financial institutions and insurance. P Principia Partners Probability Pipe Organ (Java Applet) Demonstrates how experiments with random data converge toward the predictions of probability theory as more and more experiments are run. The Probability Web Probability links. Q R Regulating Derivatives: The Current System and Proposed Changes Cato Institute Article Reuters America RiskCare RiskMetrics Group Risk Theory Where beginners may catch the idea what is all that risk buzz about, to supply students with teaching materials and to involve professionals into intensive ddiscussion on relevant topics. RAROC 2020 RAROC 2020, a unit of Deutsche Bank, provides risk software and consulting. S Sakura Global Capital The Global Derivatives House for interest rate swaps and options and other financial products. SciComp, Inc. CIBC School of Financial Products Includes a glossary, articles, courses and contacts. Science & Finance Theoretical and applied research in finance. Skora & Company Inc. Consulting for banks, insurance companies, corporations, and investment managers on institutional credit risk management issues. Our web site contains specific information about Skora as well as general information about risk management. There are various articles which may be downloaded. Sumitomo Bank Capital Markets Derivatives Commentary and Data SwapLaw Provides a legal bibliography organized by topic for the OTC derivatives area. Swaps Monitor Print journals, newsletters, and books. Includes index to Swaps Monitor archives, and Derivatives Sales alert. T The Capital Markets Company A partnership of global experts in the financial and information technology industries. With offices in London, Antwerp and New York, we are the first major consulting firm to concentrate exclusively on capital markets worldwide. FT New York Institute of Finance Theoretics Derivatives and Risk Management Systems Timberlake Consultants Specialist Consultancy in Statistical, Econometric and Mathematical Software Traders Web U V Van Hedge Advisors Free hedge fund information, and recent hedge fund performance by style and market sector. W Waldemar's List Includes an extensive list of futures related web sites. WallSt.com The source of comprehensive financial information Waters Information Services Provides information on the market data industry, including risk technology. Wilmott Associates We are leaders in the field of financial engineering theory and practice and are innovators in the advancement of the subject as a scientific discipline.