Modelling Techniques for Financial Markets and Bank Management

Unbekannt

ISBN 10: 3790809284 / ISBN 13: 9783790809282

Published by Physica-Verlag HD, 1996

About this Item

Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Seller Inventory # 602944/202

Bibliographic Details

• Title: Modelling Techniques for Financial Markets and Bank Management
• Publisher: Physica-Verlag HD
• Publication Date: 1996
• Language: English
• ISBN 10: 3790809284
• ISBN 13: 9783790809282
• Binding: Soft cover
• Condition: Sehr gut

About this title

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.