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Modelling Techniques for Financial Markets and Bank Management

  • Kartonierter Einband
  • 308 Seiten
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Shown is the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financi... Weiterlesen
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Beschreibung

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.

Inhalt
Financial Modelling: From Stochastics to Chaotics and Back to Stochastics.- Uncertainty about Input Data in Portfolio Management.- Non-Substitution Theorems for Perfect Matching Problems.- Commodity Futures Markets and Trading Strategies Opportunities.- Financial Asset Demand in the Italian Market: an Empirical Analysis.- Italian Term Structure Movements: the Appropriateness of a Multinomial Model.- Replicating an Option under General Rebalancing Costs.- Linear Programming and Econometric Methods for Bank Efficiency Evaluation: an Empirical Comparison Based on a Panel of Italian Banks.- Measuring Managerial and Program Efficiencies in a Swedish Savings and Loan.- Bankruptcies, Indebtedness and the Credit Crunch.- Bankruptcy Prediction: Discriminant Analysis versus Neural Networks.- Rough Set Approach to Stock Selection: an Application to the Italian Market.- Takeover Algorithms.- The Number of Arbitrage Pricing Theory Factors: an Assessment of the Power of Multivariate Tests Used.- Tests for Randomness in Multiple Financial Time Series.- On SBB Utility Theory.- Proper Risk Aversion in Presence of Multiple Sources of Risk.

Produktinformationen

Titel: Modelling Techniques for Financial Markets and Bank Management
Editor:
EAN: 9783790809282
ISBN: 3790809284
Format: Kartonierter Einband
Herausgeber: Physica-Verlag HD
Genre: Allgemeines & Lexika
Anzahl Seiten: 308
Gewicht: 470g
Größe: H235mm x B155mm x T16mm
Jahr: 1996
Auflage: Softcover reprint of the original 1st ed. 1996

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