Modelling Techniques for Financial Markets and Bank Management

Bertocchi, Marida; Cavalli, Enrico; Komlosi, Sandor

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.

Details

Published by: Physica

Publication Date: 1996-04-25

Format: Paperback

ISBN-10: 9783790809282

ISBN-13: 9783790809282

DOI: 10.1007/978-3-642-51730-3

Dimensions: 235cm x155cm

Pages: 296