عنوان

Modelling reality and personal modelling

3642959008

9783642959004

b576310

Modelling reality and personal modelling

[Book]

Richard Flavell (ed).

Heidelberg

Physica-Verlag

©1993.

(vi, 407 pages) : illustrations

Contributions to management science.

All the papers published herein were presented at either the 9th meeting, in Curaçao, or the 10th meeting, in London, of the EURO Working Group ...--Page [1].

Modelling reality / Richard Flavell --; Economic policy determinants : sensitivity testing based on the Mahalanobis distance statistic / Dirk-Emma Baestaens --; Time dominance and I.R.R. / Francesca Beccacece and Erio Castagnoli --; Linear gears for asset pricing / Erio Castagnoli and Marco Li Calzi --; Stochastic behaviour of European stock market indices / Albert Corhay and A. Tourani Rad --; Measuring firm/market information asymmetry : the model of Myers and Majluf or the importance of the asset structure of the firm / Nathalie Dierkins. Construction of smoothed forward rates / Richard Flavell and Nigel Meade --; Index of de-stability for controlling shareholders / Gianfranco Gambarelli --; On imitation / M.L. Gota and L. Peccati --; Financial factors and the Dutch stock market : some empirical results / Winfried G. Hallerbach --; Present value approach to the portfolio selection problem / Klaus Hellwig --; Discounting when taxes are paid one year later : a finance application of linear programming duality / L. Peter Jennergren. Asset transformation function of financial intermediaries / Wolkgang Kürsten --; Management of the interest rate swaps portfolio under the new capital adequacy guidelines / Mario Levis and Victor Suchar --; Developing a multinational index fund / Nigel Meade --; Directional judgemental financial forecasting : trends and random walks / Andrew C. Pollock and Mary E. Wilkie --; Forecasting the behavior of bankruptcies / Christian Starck and Matti Viren. Theoretical analysis of the difference between the traditional and the annuity stream principles applied to inventory evaluation / Anders Thorstenson and Robert W. Grubbström --; Micro-simulation model for pension funds / Paul C. van Aalst and C. Guus E. Boender --; Asset allocation and the investor's relative risk aversion / Nico L. van der Sar --; Financing behaviour of small retailing firms / D. van der Wijst --; Computing price paths of mortgage-backed securities using massively parallel computing / Stavros A. Zenios and Raymond A. McKendall.

This book is on the theory and practice of quantitative financial research that is taking place in Europe. It tries to demonstrate the variety of research that is currently being undertaken. This ranges from the practical, eg. - the financing of small firms in the Netherlands -the use of subjectivity in forecasting - the management of swap portfolios through empirical, eg. - an examination of various European stock indices - the construction of a European index fund - simulationof pension funds - pricing of mortgage-backed securities using parallel processing to the purely theoretical, eg. - the relationship between dominance and the internal rate of return - the behaviour of market traders - the allocation of assets under risk aversion. The volume contains work of interest to all researchers in andconsumers of quantitative financial work.

Corporations -- Finance -- Mathematical models.

Finanzanalyse

Modell

Richard Flavell (ed).

Richard Flavell

[Book]

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