Items related to Modelling Reality and Personal Modelling (Contributions...
This book is on the theory and practice of quantitative financial research that is taking place in Eurpoe. It tries to demonstrate the variety of research that is currently being undertaken. This includes the practical, such as the financing of small firms in the Netherlands, the use of subjectivity in forecasting, and the management of swap portfolios. It also includes the empirical such as an examiniation of various European stock indices, the construction of a European index fund, simulation of pension funds, and pricing of mortgage-backed securities using parallel processing. Purely theoretical research is also described such as the relationship between dominanace and the internal rate of return, the behaviour of market traders, and the allocation of assets under risk aversion. This volume should be of interest to researchers in and consumwers of quantitative financial work.
"synopsis" may belong to another edition of this title.
- PublisherPhysica
- Publication date1993
- ISBN 10 379080682X
- ISBN 13 9783790806823
- BindingPaperback
- Number of pages413
- EditorFlavell Richard
Top Search Results from the AbeBooks Marketplace
Seller Image
Modelling Reality and Personal Modelling (Contributions to Management Science) [Paperback ]
Print on Demand
Seller:
Rating
Book Description Soft Cover. Condition: new. This item is printed on demand. Seller Inventory # 9783790806823
Buy New
£ 45.39
Convert currency
Stock Image
Modelling Reality and Personal Modelling
Print on Demand
Seller:
Rating
Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9783790806823_lsuk
Buy New
£ 48.96
Convert currency
Stock Image
Modelling Reality and Personal Modelling (Contributions to Management Science)
Published by
Physica-Verlag HD
(1993)
ISBN 10: 379080682X
ISBN 13: 9783790806823
New
Paperback
Quantity: 2
Seller:
Rating
Book Description Paperback. Condition: Brand New. 1993 edition. 416 pages. 9.25x6.10x0.94 inches. In Stock. Seller Inventory # x-379080682X
Buy New
£ 59.50
Convert currency
Stock Image
Modelling Reality and Personal Modelling
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
(1993)
ISBN 10: 379080682X
ISBN 13: 9783790806823
New
Softcover
Quantity: 15
Seller:
Rating
Book Description Condition: New. Addresses the theory and practice of quantitative financial research that is taking place in Europe. The book aims to demonstrate the variety of research that is being undertaken, ranging from the practical through empirical to the purely theoretical. Editor(s): Flavell, Richard. Series: Contributions to Management Science. Num Pages: 407 pages, 1 black & white illustrations, biography. BIC Classification: 1D; KF; KJMV1; KJT; PBWH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 22. Weight in Grams: 645. . 1993. Paperback. . . . . Seller Inventory # V9783790806823
Buy New
£ 65.09
Convert currency
Seller Image
Modelling Reality and Personal Modelling
Published by
Physica-Verlag HD
(1993)
ISBN 10: 379080682X
ISBN 13: 9783790806823
New
Taschenbuch
Quantity: 2
Seller:
Rating
Book Description Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The recent introduction of two European index options on the FTSE Eurotrack 100 and the Eurotop 100 is evidence of a demand from investors to hedge pan-European risk. The FTSE Eurotrack 100 was designed to closely resemble the longer established and widely quoted Morgan Stanley European index. The Eurotrack 100 covers a hundred companies in eleven countries in continental Europe. The index is denominated in DM and' a breakdown by value into the different countries covered is given in figure 1. Capitalisation weights for Figure 1 FT-SE Eurotrack 100 Index Norway mark Germany Italy Switzerland France Netherlands Another recently introduced European index is the Eurotop 100 index denominated in EeUs, this index contains twenty two UK companies which represent 27% by value of this index. The attraction of investments in these indices is that they provide a basis for weighted exposure to Europe, investors can then build on this 240 basis by investment in individual countries. The multinational context of the universe of shares defined by this index raises some new questions for the selection of portfolios, whether the portfolios are chosen for absolute performance or to track the index. Various possible objectives of portfolio selection will be discussed, in all cases the crucial role of the covariance matrix of returns is clear. The extra source of risk present in a multinational portfolio is the combination of country risk coupled with foreign exchange risk. Two models of the return covariance matrix are proposed and examined. Seller Inventory # 9783790806823
Buy New
£ 51.73
Convert currency
Stock Image
Modelling Reality and Personal Modelling
Seller:
Rating
Book Description PF. Condition: New. Seller Inventory # 6666-IUK-9783790806823
Buy New
£ 71.66
Convert currency
Stock Image
Modelling Reality and Personal Modelling
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
(1993)
ISBN 10: 379080682X
ISBN 13: 9783790806823
New
Softcover
Quantity: 15
Seller:
Rating
Book Description Condition: New. Addresses the theory and practice of quantitative financial research that is taking place in Europe. The book aims to demonstrate the variety of research that is being undertaken, ranging from the practical through empirical to the purely theoretical. Editor(s): Flavell, Richard. Series: Contributions to Management Science. Num Pages: 407 pages, 1 black & white illustrations, biography. BIC Classification: 1D; KF; KJMV1; KJT; PBWH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 22. Weight in Grams: 645. . 1993. Paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9783790806823
Buy New
£ 78.97
Convert currency
Seller Image
Modelling Reality and Personal Modelling
Published by
Physica-Verlag, Physica-Verlag HD, Physica Mai 1993
(1993)
ISBN 10: 379080682X
ISBN 13: 9783790806823
New
Taschenbuch
Quantity: 2
Seller:
Rating
Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The recent introduction of two European index options on the FTSE Eurotrack 100 and the Eurotop 100 is evidence of a demand from investors to hedge pan-European risk. The FTSE Eurotrack 100 was designed to closely resemble the longer established and widely quoted Morgan Stanley European index. The Eurotrack 100 covers a hundred companies in eleven countries in continental Europe. The index is denominated in DM and' a breakdown by value into the different countries covered is given in figure 1. Capitalisation weights for Figure 1 FT-SE Eurotrack 100 Index Norway mark Germany Italy Switzerland France Netherlands Another recently introduced European index is the Eurotop 100 index denominated in EeUs, this index contains twenty two UK companies which represent 27% by value of this index. The attraction of investments in these indices is that they provide a basis for weighted exposure to Europe, investors can then build on this 240 basis by investment in individual countries. The multinational context of the universe of shares defined by this index raises some new questions for the selection of portfolios, whether the portfolios are chosen for absolute performance or to track the index. Various possible objectives of portfolio selection will be discussed, in all cases the crucial role of the covariance matrix of returns is clear. The extra source of risk present in a multinational portfolio is the combination of country risk coupled with foreign exchange risk. Two models of the return covariance matrix are proposed and examined. 407 pp. Englisch. Seller Inventory # 9783790806823
Buy New
£ 74.36
Convert currency
Seller Image
Modelling Reality and Personal Modelling
Published by
Physica-Verlag HD
(1993)
ISBN 10: 379080682X
ISBN 13: 9783790806823
New
Softcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. The recent introduction of two European index options on the FTSE Eurotrack 100 and the Eurotop 100 is evidence of a demand from investors to hedge pan-European risk. The FTSE Eurotrack 100 was designed to closely resemble the longer established and widely . Seller Inventory # 5309791
Buy New
£ 58.02
Convert currency