Willkommen, schön sind Sie da!
Logo Ex Libris

Financial Modelling

  • E-Book (pdf)
  • 364 Seiten
(0) Erste Bewertung abgeben
Bewertungen
(0)
(0)
(0)
(0)
(0)
Alle Bewertungen ansehen
Many models in this volume can be used in solving portfolio problems, in assessing forecasts, in understanding the possible effec... Weiterlesen
CHF 153.50
Download steht sofort bereit
Informationen zu E-Books
E-Books eignen sich auch für mobile Geräte (sehen Sie dazu die Anleitungen).
E-Books von Ex Libris sind mit Adobe DRM kopiergeschützt: Erfahren Sie mehr.
Weitere Informationen finden Sie hier.
Bestellung & Lieferung in eine Filiale möglich

Beschreibung

Many models in this volume can be used in solving portfolio problems, in assessing forecasts, in understanding the possible effects of shocks and disturbances.



Inhalt

Insurance and Risk Management.- Single and Periodic Premiums for guaranteed Equity-Linked Life Insurance under Interest-Rate Risk: The "Lognormal+Vasicek" Case.- Solvency-Simulation in Non-Life Insurance.- A Multicriteria Classification: An Application to Italian Mutual Funds.- Asset Liability Matching for Pension Funds: A One-Period Model.- Asset Risk in a Liability Context: An Empirical Study for the Netherlands.- Bank Strategic Planning Process. A Multifactor Asset and Liability Risk Management Approach.- Index Tracking: Some Techniques and Results.- Stock Market Theory.- Expectations and News in an Imitative Stock-Market.- An Artificial Adaptive Speculative Stock Market.- Valuation of the Embedded Prepayment Option of Mortgage-Backed Securities.- The Effects on Optimal Portfolios of Shifts on a Risk Asset: The Case of Dependent Risky Returns.- Corporate Investment and Dividend Decisions under Differential Personal Taxation: A Note to Masulis and Trueman's Model.- A Decision Support System for the Evaluation of Bond Options in Imperfect Markets.- Pure Capital Rationing Problems: How to Bury Them and Why.- Pricing and Bargaining in Financial Markets.- APV Sensitivity with Respect to Interest Rates Fluctuations.- A Note on the Existence of Equilibrium Price Measures.- Bond Pricing through Bargaining.- Financial Markets Testing.- Risk Measurement and Size Effect on the Dutch Stock Market.- Conditional Risk and Predictability of Finnish Stock Returns.- Linear Models for Portfolio Selection and their Application to the Milano Stock Market.- Currency Markets.- When to use Currency Swaps. Determining the Expected Profit and Variance.- Currency Forecasting: An Investigation into Probability Judgement Accuracy.

Produktinformationen

Titel: Financial Modelling
Untertitel: Recent Research
Editor:
EAN: 9783642867064
Format: E-Book (pdf)
Hersteller: Physica-Verlag HD
Genre: Wirtschaft
Veröffentlichung: 06.12.2012
Digitaler Kopierschutz: Wasserzeichen
Anzahl Seiten: 364

Weitere Bände aus der Buchreihe "Contributions to Management Science"