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Modelling Techniques for Financial Markets and Bank Management
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Modelling Techniques for Financial Markets and Bank Management

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Description

This work shows the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financial markets. Moreover, trading strategies in commodity futures markets, models for the evolution of interest rates and post-optimality analysis in portfolio management are given. Conceptual papers on modelling preference relations are also included.
Release date NZ
April 25th, 1996
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Contributors
  • Edited by Enrico Cavalli
  • Edited by Marida Bertocchi
  • Edited by Sandor Komlosi
Edition
Softcover reprint of the original 1st ed. 1996
Illustrations
18 Illustrations, black and white; X, 296 p. 18 illus.
Pages
296
Dimensions
155x235x16
ISBN-13
9783790809282
Product ID
13433168

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