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Modelling Techniques for Financial Markets and Bank Management
. Ed(S): Bertocchi, Marida; Cavalli, Enrico; Komlosi, Sandor
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Description for Modelling Techniques for Financial Markets and Bank Management
Paperback. This work shows the application of up-to-date techniques for measuring efficiency and predictability in financial markets. Trading strategies in commodity futures markets, models for the evolution of interest rates and post-optimality analysis in portfolio management are given. Editor(s): Bertocchi, Marida; Cavalli, Enrico; Komlosi, Sandor. Series: Contributions to Management Science. Num Pages: 296 pages, 18 black & white illustrations, 62 black & white tables, biography. BIC Classification: KFFK; KFFM; KJQ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 16. Weight in Grams: 475.
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.
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.
Product Details
Format
Paperback
Publication date
1996
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
296
Condition
New
Series
Contributions to Management Science
Number of Pages
296
Place of Publication
Heidelberg, Germany
ISBN
9783790809282
SKU
V9783790809282
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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