Save 40% on books and eBooks in Engineering & Materials Science or in Social & Behavioral Sciences!

Contributions to Management Science

Modelling Techniques for Financial Markets and Bank Management

Editors: Bertocchi, Marida, Cavalli, Enrico, Komlosi, Sandor (Eds.)

Free Preview

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-642-51730-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA in USD
  • ISBN 978-3-7908-0928-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

Table of contents (17 chapters)

Table of contents (17 chapters)
  • Financial Modelling: From Stochastics to Chaotics and Back to Stochastics

    Pages 1-16

    Malliaris, A. G. (et al.)

  • Uncertainty about Input Data in Portfolio Management

    Pages 17-33

    Dupačová, Jitka

  • Non-Substitution Theorems for Perfect Matching Problems

    Pages 34-47

    Giuli, Maria Elena (et al.)

  • Commodity Futures Markets and Trading Strategies Opportunities

    Pages 48-64

    Falbo, Paolo (et al.)

  • Financial Asset Demand in the Italian Market:an Empirical Analysis

    Pages 65-89

    Calcagnini, Giorgio (et al.)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-642-51730-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA in USD
  • ISBN 978-3-7908-0928-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Modelling Techniques for Financial Markets and Bank Management
Editors
  • Marida Bertocchi
  • Enrico Cavalli
  • Sandor Komlosi
Series Title
Contributions to Management Science
Copyright
1996
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-51730-3
DOI
10.1007/978-3-642-51730-3
Softcover ISBN
978-3-7908-0928-2
Series ISSN
1431-1941
Edition Number
1
Number of Pages
X, 296
Number of Illustrations
18 b/w illustrations
Topics