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Contributions to Management Science

Financial Modelling

Editors: Bonilla, Maria, Casasus, Trinidad, Sala, Ramon (Eds.)

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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.

Table of contents (27 chapters)

Table of contents (27 chapters)
  • On the Use of Credit Rating Migration Matrices

    Pages 1-12

    Barle, Janez (et al.)

  • Do Stock Market Anomalies Disappear? The Example of Small Size and Market-to-Book Premia at the London Stock Exchange

    Pages 13-29

    Becchetti, Leonardo (et al.)

  • Testing Independence: A New Approach

    Pages 31-55

    Belaire, Jorge (et al.)

  • Forecasting Exchange Rates Volatilities Using Artificial Neural Networks

    Pages 57-68

    Bonilla, María (et al.)

  • An Application of Hybrid Models in Credit Scoring

    Pages 69-78

    Bonilla, María (et al.)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-3-642-57652-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $149.99
price for USA in USD
  • ISBN 978-3-7908-1282-4
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Financial Modelling
Editors
  • Maria Bonilla
  • Trinidad Casasus
  • Ramon Sala
Series Title
Contributions to Management Science
Copyright
2000
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-57652-2
DOI
10.1007/978-3-642-57652-2
Softcover ISBN
978-3-7908-1282-4
Series ISSN
1431-1941
Edition Number
1
Number of Pages
XIV, 427
Number of Illustrations
42 b/w illustrations
Topics

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