Overview
- Editors:
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María Bonilla
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Department of Financial Economics and Mathematics, University of Valencia, Valencia, Spain
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Trinidad Casasús
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Department of Financial Economics and Mathematics, University of Valencia, Valencia, Spain
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Ramón Sala
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Department of Financial Economics and Mathematics, University of Valencia, Valencia, Spain
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Table of contents (27 papers)
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- Leonardo Becchetti, Laura Cavallo
Pages 13-29
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- Jorge Belaire, Dulce Contreras
Pages 31-55
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- María Bonilla, Paulina Marco, Ignacio Olmeda
Pages 57-68
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- María Bonilla, Ignacio Olmeda, Rosa Puertas
Pages 69-78
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- Rafael Caballero, José Manuel Cabello, Analía Cano, Francisco Ruiz
Pages 79-92
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- J. David Cabedo, Ismael Moya
Pages 93-110
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- Trinidad Casasús, Juan Carlos Pérez
Pages 111-124
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- Rosella Castellano, Rosella Giacometti
Pages 125-142
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- Laura Cavallo, Stefania P. S. Rossi
Pages 143-157
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- Gianna Figà-Talamanca, Maria Letizia Guerra
Pages 159-169
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- Aart Groenendijk, Jaap Spronk
Pages 203-213
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- Andreas Gottschling, Christof Kreuter
Pages 215-228
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- Klaus Hellwig, Gerhard Speckbacher, Paul Wentges
Pages 229-240
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- Teresa León, Vicente Liern, Enriqueta Vercher
Pages 241-256
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- Mónica Melle, Juan A. Maroto, José L. Raymond
Pages 257-277
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- Manuel Mocholí, Ramón Sala, Vicente Sanchis
Pages 279-289
About this book
This book contains a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8-10, 1.999. The Meeting took place in the Bancaja Cultural Center, a nice palace of the XIX century, located in the center of the city. Traditionally, members of the Euro Working Group on Financial Mod elling meet twice a year, hosted by different active groups in successions. The year 1999 was very special for us because the University of Valencia celebrates its fifth century. The Meeting was very well attended and of high quality. More than 90 participants, coming from 20 different countries debated 46 communications in regular sessions. The opening lecture was given by Prof. H. White, from the University of California, San Diego. The topics discussed were classified in nine sessions: Financial Theory, Financial Time Series, Risk Analysis, Portfolio Analysis, Financial Institu tions, Microstructures Market and Corporate Finance, Methods in Finance, Models in Finance and Derivatives. The papers collected in this volume provide a representative but not com plete sample of the fields where the members of the working group develop their scientific activity. The papers are a sample of this activity, and consist of theoretical papers as well as empirical ones.
