Modelling for Financial Decisions (häftad)
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Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
241
Utgivningsdatum
2012-01-09
Upplaga
Softcover reprint of the original 1st ed. 1991
Förlag
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Medarbetare
Matarazzo, Benedetto (ed.), Spronk, Jaap (ed.)
Illustrationer
VI, 241 p.
Dimensioner
244 x 170 x 13 mm
Vikt
400 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9783642767630

Modelling for Financial Decisions

Proceedings of the 5th Meeting of the EURO Working Group on Financial Modelling held in Catania, 2021 April, 1989

av Jaap Spronk, Benedetto Matarazzo
Häftad,  Engelska, 2012-01-09
1142
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This book is mainly focused on the development of tools for decision-makers in finance, ranging from treasurers of firms to professional investors and bank managers. It presents a broad variety of applications using techniques and methodologies from various fields such as econometrics, operations research and financial mathematics. The tools for decision-making have been modified towards financial decision support systems. The role of the decision-maker has become dominant, both in the development and in the use of the decision support systems. The developments in both the computer hardware and software for computers simplify the design of individualized decision support systems. Financial modelling functions as a liason between theoretical financial expertise and practice.
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Jaap Spronk, Benedetto Matarazzo

Innehållsförteckning

Financial Modelling is Back in Town.- Inflation and Firm Growth: a Reassessment.- Multi-factor Financial Planning.- A Survey and Analysis of the Application of the Laplace Transform to Present Value Problems.- Tax Effects in the Dutch Bond Market.- The Continuous Quotations at an Auction Market.- A New Perspective on Dynamic Portfolio Policies.- The Splitting up of a Financial Project Into Uniperiodic Consecutive Projects.- Modelling Stock Price Behaviour by Financial Ratios.- An Actuarial and Financial Analysis for Ecu Insurance Contracts.- Multiperios Analysis of a Levered Portfolio.- The Time Series Characteristics of Quarterly Nominal and Real Lira/Pound-sterling Exchange rate Movements, 19731988.- Exploring Efficient sets and Equilibria on Risky Assets with AP ABO DSS Prototype Version 2.1.- A Stochastic Cash Model with Deterministic Elements.- Utility of Wealth and Relative Risk Aversion: operationalization and Estimation.- On the Robustness of Models of Optimal Capital Structure.

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