Recent Research in Financial Modelling
Language: English
Published by Physica Mai 1993, 1993
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 93.47
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capital markets provideevidence that the price dynamics of financial assets can on-ly be explained - and modelled - on the basis of a carefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices. The papers by Pec-cati, Luciano, Ferrari and Cornaglia belong to this catego-ry, and help considerably unterstand the performance of mar-kets which are relatively far from perfection (owing tothinness, frictions, taxation and the like). This is indeedthe case for some European Exchanges.The very foundations of quantitative financial analysis havebeen discussed in the contributions of Luciano, Canestrelli,Uberti and Van der Meulen. The classical - although recent- advances on the pricing of derivative securities have beenanalyzed and applied by Kremer, Hallerbach and Jensen/Niel-son, thus demonstrating that established theories still pro-vide space for a deeper investigation.Another major topic of interest relates to empirical studiesabout how markets behave with respect to theoretical models.In this respect, the contributions of Viren, Bradfield andWilkie/Pollock are quite significant. They present evidencebased on real data discussed in the light of advanced stati-stical techniques. It is apparent that Corporate Finance andCapital Markets are becoming more and more related and in-teractingwith each other. 184 pp. Englisch.…
Seller Inventory # 9783790806830
- Title
- Recent Research in Financial Modelling
- Author
- Evert J. Stokking
- Publisher
- Physica Mai 1993
- Publication year
- 1993
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3790806838
- ISBN 13
- 9783790806830
- Item weight
- 289 grams
- Dimensions
- 235x155x11 mm
"Synopsis" may belong to another edition of this title.
Synopsis
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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