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Modelling for Financial Decisions

Proceedings of the 5th Meeting of the EURO Working Group on “Financial Modelling” held in Catania, 20–21 April, 1989

  • Conference proceedings
  • © 1991

Overview

Editors:
  1. Jaap Spronk

    1. Erasmus University, Rotterdam, The Netherlands

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    You can also search for this editor in PubMed   Google Scholar

  2. Benedetto Matarazzo

    1. Università di Catania, I-Catania, Italia

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Studies in Financial Modelling (FINANC.MODELL.)

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Table of contents (16 papers)

  1. Front Matter

    Pages 1-3
    Download chapter PDF

  2. Financial Modelling is Back in Town

    • Benedetto Matarazzo, Jaap Spronk
    Pages 5-6

  3. Inflation and Firm Growth: A Reassessment

    • Daniel L. Blakley, Arne Dag Sti
    Pages 7-23

  4. Multi-Factor Financial Planning: An Outline and Illustration

    • Marc Goedhart, Jaap Spronk
    Pages 25-42

  5. A Survey and Analysis of the Application of the Laplace Transform to Present Value Problems

    • Robert W. Grubbström, Jiang Yinzhong
    Pages 43-62

  6. Tax Effects in the Dutch Bond Market

    • G. H. M. J. Kremer
    Pages 63-71

  7. The Continuous Quotations at an Auction Market

    • Thomas Landes, Otto Loistl
    Pages 73-89

  8. A New Perspective on Dynamic Portfolio Policies

    • Elisa Luciano
    Pages 91-106

  9. The Splitting Up of a Financial Project into Uniperiodic Consecutive Projects

    • Paolo Manca
    Pages 107-117

  10. Modelling Stock Price Behaviour by Financial Ratios

    • Teppo Martikainen
    Pages 119-138

  11. An Actuarial and Financial Analysis for Ecu Insurance Contracts

    • Piera Mazzoleni
    Pages 139-155

  12. Multiperiod Analysis of a Levered Portfolio

    • Lorenzo Peccati
    Pages 157-166

  13. The Time Series Characteristics of Quarterly Nominal and Real Lira/Pound-Sterling Exchange Rate Movements, 1973–1988

    • Andrew C. Pollock
    Pages 167-193

  14. Exploring Efficient Sets and Equilibria on Risky Assets with ABAPO DSS Prototype Version 2.1.

    • Francesco A. Rossi
    Pages 195-206

  15. A Stochastic Cash Model with Deterministic Elements

    • Willem-Max Van Den Bergh, Winfried Hallerbach
    Pages 207-217

  16. Utility of Wealth and Relative Risk Aversion: Operationalization and Estimation

    • Nico L. Van Der Sar
    Pages 219-228

  17. On the Robustness of Models of Optimal Capital Structure

    • D. Van Der Wijst
    Pages 229-245
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Keywords

About this book

This book is mainly focused on the development of tools for decision-makers in finance, ranging from treasurers of firms to professional investors and bank managers. It presents a broad variety of applications using techniques and methodologies from various fields such as econometrics, operations research and financial mathematics. The tools for decision-making have been modified towards financial decision support systems. The role of the decision-maker has become dominant, both in the development and in the use of the decision support systems. The developments in both the computer hardware and software for computers simplify the design of individualized decision support systems. Financial modelling functions as a liason between theoretical financial expertise and practice.

Editors and Affiliations

  • Erasmus University, Rotterdam, The Netherlands

    Jaap Spronk

  • Università di Catania, I-Catania, Italia

    Benedetto Matarazzo

Bibliographic Information

  • Book Title: Modelling for Financial Decisions

  • Book Subtitle: Proceedings of the 5th Meeting of the EURO Working Group on “Financial Modelling” held in Catania, 20–21 April, 1989

  • Editors: Jaap Spronk, Benedetto Matarazzo

  • Series Title: Studies in Financial Modelling

  • DOI: https://doi.org/10.1007/978-3-642-76761-6

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin · Heidelberg 1991

  • Softcover ISBN: 978-3-642-76763-0Published: 09 January 2012

  • eBook ISBN: 978-3-642-76761-6Published: 06 December 2012

  • Series ISSN: 1431-9357

  • Edition Number: 1

  • Number of Pages: VI, 241

  • Topics: Finance, general, Economics, general, Operations Research/Decision Theory

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