عنوان

Modelling Techniques for Financial Markets and Bank Management

شابک

3642517307

شابک

9783642517303

شماره

b569662

عنوان اصلي

Modelling Techniques for Financial Markets and Bank Management

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Marida Bertocchi, Enrico Cavalli, Sándor Komlósi.

محل نشرو پخش و غیره

Heidelberg

نام ناشر، پخش کننده و غيره

Physica-Verlag HD, Heidelberg : Physica-Verlag

تاریخ نشرو بخش و غیره

1996. 1996.

نام خاص و کميت اثر

(x, 296 pages 18 illustrations).

عنوان فروست

Contributions to management science.

متن يادداشت

Financial Modelling: From Stochastics to Chaotics and Back to Stochastics --; Uncertainty about Input Data in Portfolio Management --; Non-Substitution Theorems for Perfect Matching Problems --; Commodity Futures Markets and Trading Strategies Opportunities --; Financial Asset Demand in the Italian Market: an Empirical Analysis --; Italian Term Structure Movements: the Appropriateness of a Multinomial Model --; Replicating an Option under General Rebalancing Costs --; Linear Programming and Econometric Methods for Bank Efficiency Evaluation: an Empirical Comparison Based on a Panel of Italian Banks --; Measuring Managerial and Program Efficiencies in a Swedish Savings and Loan --; Bankruptcies, Indebtedness and the Credit Crunch --; Bankruptcy Prediction: Discriminant Analysis versus Neural Networks --; Rough Set Approach to Stock Selection: an Application to the Italian Market --; Takeover Algorithms --; The Number of Arbitrage Pricing Theory Factors: an Assessment of the Power of Multivariate Tests Used --; Tests for Randomness in Multiple Financial Time Series --; On SBB Utility Theory --; Proper Risk Aversion in Presence of Multiple Sources of Risk.

متن يادداشت

Shown is the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financial markets. Moreover, trading strategies in commodity future markets, models for the evolution of interest rates and postoptimality analysis in portfolio management are given. A couple of conceptual papers on modelling preference relations are also included.

موضوع مستند نشده

Bank management -- Congresses.

موضوع مستند نشده

Corporations -- Finance -- Congresses.

موضوع مستند نشده

Finance -- Mathematical models -- Congresses.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

edited by Marida Bertocchi, Enrico Cavalli, Sándor Komlósi.

مستند نام اشخاص تاييد نشده

Enrico Cavalli

مستند نام اشخاص تاييد نشده

Euro Working Group on Financial Modeling. Meeting

مستند نام اشخاص تاييد نشده

Marida Bertocchi

مستند نام اشخاص تاييد نشده

Sándor Komlósi

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y