Operations Research Models in Quantitative Finance
Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus
Editors: D'Ecclesia, Rita L., Zenios, Stavros A. (Eds.)
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- About this book
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The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.
Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.
- Table of contents (13 chapters)
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A Modern Approach to Performance Measurement for Insurers
Pages 3-17
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Multi-Stage Financial Planning Systems
Pages 18-35
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Financial Regulation and Multi-tier Financial Intermediation Systems
Pages 36-62
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Immunization Strategies in Linear Models
Pages 65-75
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Some Alternatives and Numerical Results in Binomial Put Option Pricing
Pages 76-94
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Table of contents (13 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Operations Research Models in Quantitative Finance
- Book Subtitle
- Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus
- Editors
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- Rita L. D'Ecclesia
- Stavros A. Zenios
- Series Title
- Contributions to Management Science
- Copyright
- 1994
- Publisher
- Physica-Verlag Heidelberg
- Copyright Holder
- Physica-Verlag Heidelberg
- eBook ISBN
- 978-3-642-46957-2
- DOI
- 10.1007/978-3-642-46957-2
- Softcover ISBN
- 978-3-7908-0803-2
- Series ISSN
- 1431-1941
- Edition Number
- 1
- Number of Pages
- X, 263
- Topics
