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Modelling Techniques for Financial Markets and Bank Management (Contributions to Management Science) - Softcover

Book 49 of 214: Contributions to Management Science
 
9783790809282: Modelling Techniques for Financial Markets and Bank Management (Contributions to Management Science)

Synopsis

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.

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