Index

548 views

Published on

Ce fichier reprend l\'index de la seconde édition du livre "Introduction aux Hedge Funds" de Daniel Capocci, paru chez Economica en avril 2010.

0 Comments
0 Likes
Statistics
Notes
  • Be the first to comment

  • Be the first to like this

No Downloads
Views
Total views
548
On SlideShare
0
From Embeds
0
Number of Embeds
18
Actions
Shares
0
Downloads
2
Comments
0
Likes
0
Embeds 0
No embeds

No notes for slide

Index

  1. 1. Index A B Accredited investor, 433 Bacon Louis, 69 Active trading, 132 Barclays Group, 76, 388, 465 Activisme, 156, 212, 213, 216, 220 Basis trading, 174 Administrateur, 92, 104 Benchmark, Voir Hurdle rate AIM, 144, 239 Bermudes, 32, 453 Aircraft leasing, 282, 283 Biais, 389 Alpha, 157, 159 • de survie, 389, 390, 391, 392 Alternative Investment • d’histoire instantannée, 393 Management Association Black et Scholes, 196 (AIMA), 17, 137, 511 Board of directors, 92 American Depositary Receipts Brady bonds, 302 (ADR), 304 Brevan Howard, 72 American Exchange (AMEX), 239 Business Week, 70, 71, 72 Approche multi-série, 123, 124 Arbitrage, 154, 196 C • de volatilité, 263, 264, 268 • d’options, 372, 373 Canada, 39 AsiaHedge, 53 Capital structure arbitrage, 204, Asset backed, 190, 191, 192 254, 323 Asset based lending, 30, 97, 155, Carry trade, 340 156, 274, 275, 276, 277, 278, 279, CASAM CISDM, 76, 77, 78, 80, 281, 282, 283, 284, 285, 286, 290, 388 291, 292, 400, 416 Caxton, 70 Asset based securities, 185, 274 Center for International Securities Auditeur, 92 and Derivatives Market, 18 Auto loans, 281, 282 Cerberus, 72 3422_13_Index.indd 533 12/04/10 9:10:10
  2. 2. 534 Introduction aux hedge funds Chartered Alternative Investment Diversified, 156 Analyst Association (CAIA), Dollars neutral, 160 509, 511 Due diligence, 96, 271, 357, 360, 364 Closed-end fund arbitrage, 30, 156, 259, 260 E Cohen Steve, 70 Effet de levier, 126 Collateralized mortgage Égalisation, 122, 123 obligations, 186 Electricity trading, 370 Comité de Bâle, 102 Emerging markets, 29, 156, 300, Commercial mortgage backed, 185 302, 306, 308, 309, 310, 312, 313, Commission, 116 400, 416, 418, 496 • de gestion, 116, 117, 118, 119, Entertainment finance, 282, 283 121, 135 Equity hedge, 293, 295, 299, 300, • de performance, 116, 117, 118, 404, 416, 421 120, 121, 122, 123, 135, 142 Equity market neutral, 29, 154, 155, Commission Bancaire 156, 157, 158, 162, 163, 164, 170, et Financière (CBF), 108 171, 172, 296, 400, 415, 416, 424 Commission de surveillance Equity non-hedge, 29, 295, 296, 331 du secteur financier, 440 Eurekahedge, 76, 77, 79, 80, 388, Commodity Futures Trading 436, 512 Commission, 432, 452, 463 Europe, 40 Commodity trading advisors, 156, Event driven, 28, 29, 154, 156, 207, 344, 346, 347, 348, 349, 350, 351, 208, 209, 221, 222, 224, 227, 314, 412, 414 342, 412, 416, 421 Compliance, 104, 361, 495 Exposition Consumer finance, 281 • brute, 127, 128, 130, 131 Contrarian, 347, 348 • nette, 127, 128, 130, 131 Convertible arbitrage, 29, 156, 193, 194, 196, 198, 199, 200, 203, 204, F 254, 373, 404, 424 Corporate direct, 279, 280 Faillite, 207, 231, 234, 240 CPPI, 146, 148 Falcone Philip, 486 Credit default swap, 174, 204, 327, Fannie Mae, 187, 488 330 Federal Home Loan Mortgage Credit Suisse/Tremont, 76, 77, 80 Corporation (FHLMC), 184, 483 Federal National Mortgage Curve trades, 174 Association (FNMA), 184, 187, 483, 488 D Feinberg Stephen, 72 Date de liquidité, 112, 114 Financement d’assurance-vie, 280, DAX, 264 281, 283, 289 Delta, 195, 384 Financement de croissance, 283 Developed markets, 156 Financement de stock, 278 Distressed securities, 29, 155, 156, Financement immobilier, 283, 287 208, 229, 231, 234, 236, 238, 416, Financial Service Authority (FSA), 424 108, 436 3422_13_Index.indd 534 12/04/10 9:10:10
  3. 3. Index 535 Fitch IBCA, 177 High watermark, 13, 119, 120, 121, Fixed income, 29 122, 133 • arbitrage, 154, 156, 173, 174, High yield, 156, 322, 324 176, 178, 182, 254, 459 Holdback, 113, 114, 115, 359 • asset backed, 415, 416 Hong Kong, 49, 52, 53 • convertible arbitrage, 416 Howard Alan, 72 • relative value, 181 Hurdle rate, 119, 120, 121, 122 Fonds de fonds, 156, 354, 355, 356, 361, 362, 363, 364, 365, 366, 367, I 394, 416 Fortune, 13, 21, 22 Îles Caymans, 32, 446, 453, 454 FSA, 108, 436 Îles Vierges Britanniques, 446, 453, Fusions et acquisitions, 207, 208, 455 222, 224, 227 Indices investissables, 148, 149, 150, Futures, 20 151 Investisseurs institutionnels, 107, G 108 Investisseurs types, 105 Gamma, 199, 202, 385 Investment manager exemption, 44 Gate, 112, 113, 114 General partnership, 22 J Ginnie Mae, Voir Global National Mortgage Association Jones Alfred W., 21, 64, 66, 293, 295 Global National Mortgage Association (GNMA), 184 K Greenwich Alternative, 77, 79, 80 Kovner Bruce, 70 H Hedge fund(s), 19 L • américains, 38 Lehman Brothers, 101 • asiatiques, 48 Leverage buyout, 211 • d’Amérique latine, 57 Leveraged Capital Holdings, 24 • d’Europe de l’Est, 55 Levier, 127, 133, 134, 186 • en Australie, 53 Levier financier, 20 • européens, 41 Limited liability company, 432 Hedge Fund Association, 18, 513 Limited partnership, 22, 23, 432, Hedgefund.net, 77, 79, 80, 290, 512 433, 454 Hedge Fund Research, Inc., 18, 77, Lipper Tass, 513 80, 82, 150, 170, 180, 203, 205, Liquidity date, 113 221, 223, 228, 230, 236, 238, 251, Lock-up period, 111, 112, 113, 114, 253, 272, 291, 292, 300, 301, 308, 133 309, 311, 312, 318, 321, 325, 326, Long only (leveraged), 156 336, 337, 338, 344, 345, 352, 353, Long/short equity, 29, 155, 157, 158, 366, 367, 369, 383, 388, 397, 502, 159, 161, 174, 293, 294, 295, 296, 512 297, 301, 304, 306, 314, 332 3422_13_Index.indd 535 12/04/10 9:10:11
  4. 4. 536 Introduction aux hedge funds Long Term Capital Fund, 177, 458 O Long Term Capital Management Obligations convertibles, 20 (LTCM), 13, 16, 108, 432, 434, Obligations hypothécaires 457, 460, 461, 462, 463, 465, 466, (mortgage backed securities), 467 182, 187 Loomis J. Carol, 22, 23 Obligations sur catastrophes, 206 Offshore, 32, 33, 58, 59, 88, 100, 111, M 436, 446, 452, 453, 454, 456, 494 Mac Freddie, Voir Federal Home Onshore, 58, 59, 60, 88 Loan Mortgage Corporation Option arbitrage, 156 (FHLMC) Macro, 28, 155, 156, 338, 339, 340, P 342, 343, 344, 412, 416 Pair trading, 254, 323 Maddoff Bernard, 489, 505 Paulson John, 68, 486 Mae Fannie, Voir Federal National Paulson Advantage Plus, 68 Mortgage Association Preferred return, Voir Hurdle rate Malta Financial Service Authority, Prêts aux entreprises, 283 45 Prime broker, 90, 91, 104, 124, 125, Managed Funds Association, 513 443 Managed futures, 344 Private equity, 137, 138, 155, 212, Market neutral, 412 274 Merger arbitrage, 222, 224, 228, 229, Private Investment in Public 254, 416 Entities (PIPE), 30, 79, 97, 155, Meriwether W., 460 156, 237, 239, 240, 241, 242, 243, MLP, 30, 379 244, 246, 247, 248, 250, 251, 252, Moody’s, 177, 380, 475 283 Moore Capital Management, 69 Private issue/regulation D, 416 Morgan Stanley Capital International, 76 Q Mortgage-backed securities, 156, 185, 186, 187 Qualified purchaser, 433 MSCI World, 472 Quantum, 28, 64, 343, 458 Multi-strategy, 154, 155, 156, 254, 268, 269, 271, 272, 274, 354, 361, R 416 Rabais, 239, 244, 248, 249 Real Estate Investment Trust N (REIT), 201, 317, 333, 379 NASDAQ, 239, 248 Regulation D, 155, 242, 253, 254 Neutralité, 159 Relative value, 156, 174, 233, 252, Neutre en bêta, 159 254, 259, 327, 377, 404, 416 Neutre en dollars, 159, 165 Réplication, 144, 450 New York Post, 71 Rhô, 385 New York Stock Exchange, 239, 256 Risk arbitrage, 29, 155, 156, 208, New York Times, 24, 68, 70 222, 225, 227, 228, 229 Niche, 156 Risque, 93 3422_13_Index.indd 536 12/04/10 9:10:12
  5. 5. Index 537 • de contrepartie, 100 Stratégies, 254 • de défaut, 101 • directionnelles, 38, 43, 156 • de gérant, 95 • intermédiaires, 38, 43 • de liquidité, 101 • non directionnelles, 38, 43, 156 • de modèle, 94 Stub trading, 206, 256 • de valorisation, 97 Subprime, 477, 478, 480, 482, 484, • d’industrie, 95 485, 486, 488, 489 • d’infrastructure, 100 Swaps, 20 • d’investissement, 93 Swaptions, 20 • gouvernemental, 100 SwissHEDGE, 512 • opérationnel, 102, 103, 108 Robertson Julian, 28, 64, 65, 343, T 458 TASS, 388 Russell 2000, 350, 351 Taux de mortalité, 136, 412 Russell 3000, 350 Thêta, 385 Tiger Management, 28, 66, 343, 458 S Top-down, 338 SAC Capital Advisors, 70 Trade finance, 279, 283, 286, 287 Trading de corrélation, 327, 330 Sector, 29, 156, 314, 318, 319, 416 Tremont TASS, 79, 390 Securities and Exchange Trend following, 346, 347, 348 Commission (SEC), 24, 25, 67, Trend reversal, 347, 348 108, 133, 240, 323, 357, 432, 452, Tudor Investment Corporation, 69 460, 495 Tudor Jones II Paul, 69 Short bias, 335, 336, 416 Two and twenty, 116 Short selling, 156, 330, 332, 335 Short term trader, 156, 349 V Singapour, 49, 52, 53 Soros Georges, 28, 64, 343, 458 Van Hedge Fund Advisors, 25, 79, S&P 500, 264, 270, 472, 502 133, 134 Special situations, 155, 156, 208, 211 VaR, 96, 97 Spread trades, 173 Véga, 385 Standard and Poor’s, 76, 177, 380, Vente à découvert, 124, 125, 126 475 Volatility arbitrage, 156, 263 Statistical arbitrage, 154, 155, 156, 162, 170, 254 W Steinhardt Michael, 64, 67 Wall Street Journal, 13, 70 Stop loss, 71, 163, 198 Warrants, 20 3422_13_Index.indd 537 12/04/10 9:10:12
  6. 6. 3422_13_Index.indd 538 12/04/10 9:10:13

×