Modelling Techniques for Financial Markets and Bank Management:

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 g...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Weitere Verfasser: Bertocchi, Marida (HerausgeberIn), Cavalli, Enrico (HerausgeberIn), Komlosi, Sandor (HerausgeberIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Heidelberg Physica-Verlag HD 1996
Ausgabe:1st ed. 1996
Schriftenreihe:Contributions to Management Science
Schlagworte:
Online-Zugang:BTU01
Volltext
Zusammenfassung: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
Beschreibung:1 Online-Ressource (X, 296 p. 18 illus)
ISBN:9783642517303
DOI:10.1007/978-3-642-51730-3

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen