Operations Research Models in Quantitative Finance (häftad)
Fler böcker inom
Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
263
Utgivningsdatum
1994-11-01
Upplaga
Softcover reprint of the original 1st ed. 1994
Förlag
Physica-Verlag GmbH & Co
Medarbetare
D'Ecclesia, Rita L. (ed.), Zenios, Stavros A. (ed.)
Illustrationer
X, 263 p.
Dimensioner
234 x 156 x 15 mm
Vikt
390 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9783790808032

Operations Research Models in Quantitative Finance

Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus

av Rita L D'Ecclesia, Stavros A Zenios
Häftad,  Engelska, 1994-11-01
1505
Köp
Spara som favorit
  • Skickas från oss inom 7-10 vardagar.
  • Fri frakt över 249 kr för privatkunder i Sverige.
Finns även som
Visa alla 1 format & utgåvor
The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations. Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.
Visa hela texten

Passar bra ihop

  1. Operations Research Models in Quantitative Finance
  2. +
  3. The 48 Laws of Power

De som köpt den här boken har ofta också köpt The 48 Laws of Power av Robert Greene (häftad).

Köp båda 2 för 1776 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

Innehållsförteckning

1 Generals.- A Modern Approach to Performance Measurement for Insurers.- Multi-Stage Financial Planning System.- Financial Regulation and Multi-tier Financial Intermediation Systems.- 2 Theoretical or Conceptual Modeling.- Immunization Startegies in Linear Models.- Some Alternatives and Numerical Results in Binomial Put Option Pricing.- Expected Utility without Utility: A Model of Portfolio Selection.- Theoretical and Empirical Aspects of the Relation between Interest Rates and Common Stock Returns.- Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensive Research Guide.- Shortfall Risk for Multiperiod Investment Returns.- 3 Empirical Modeling and Analysis.- Stock Returns: An Analysis of the Italian Market with GARCH Models.- Embedded Option Pricing on Interest-Rate Sensitive Securities in the Italian Market.- Mean Reversion at the Dutch Stock Exchange?.- Low Fat Modeling and Reinsurance Induced Solvency.

Du kanske gillar