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Item Details
| Title:
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MODELLING TECHNIQUES FOR FINANCIAL MARKETS AND BANK MANAGEMENT
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| By: |
Marida Bertocchi (Editor), Enrico Cavalli (Editor), Sandor Komlosi (Editor) |
| Format: |
Paperback |
| List price:
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£96.50 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3790809284 |
| ISBN 13: |
9783790809282 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
25 April, 1996 |
| Edition: |
Softcover reprint of the original 1st ed. 1996 |
| Series: |
Contributions to Management Science |
| Pages: |
296 |
| Description: |
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. |
| Synopsis: |
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. |
| Illustrations: |
62 Tables, black and white; 18 Illustrations, black and white; X, 296 p. 18 |
| Publication: |
Germany |
| Imprint: |
Physica-Verlag GmbH & Co |
| Returns: |
Returnable |
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