Cantitate/Preț
Produs

Operations Research Models in Quantitative Finance: Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus: Contributions to Management Science

Editat de Rita L. D'Ecclesia, Stavros A. Zenios
en Limba Engleză Paperback – 25 noi 1994
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.
Citește tot Restrânge

Din seria Contributions to Management Science

Preț: 63941 lei

Preț vechi: 75224 lei
-15% Nou

Puncte Express: 959

Preț estimativ în valută:
12236 12698$ 10228£

Carte tipărită la comandă

Livrare economică 15-29 martie

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783790808032
ISBN-10: 3790808032
Pagini: 276
Ilustrații: X, 263 p.
Dimensiuni: 155 x 235 x 14 mm
Greutate: 0.39 kg
Ediția:Softcover reprint of the original 1st ed. 1994
Editura: Physica-Verlag HD
Colecția Physica
Seria Contributions to Management Science

Locul publicării:Heidelberg, Germany

Public țintă

Research

Cuprins

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.