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...

Full description

Corporate Author: SpringerLink (Online service)
Other Authors: Bertocchi, Marida (Editor), Cavalli, Enrico (Editor), Komlosi, Sandor (Editor)
Format: eBook
Language:English
Published: Heidelberg Physica-Verlag HD 1996, 1996
Edition:1st ed. 1996
Series:Contributions to Management Science
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Summary: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
Physical Description:X, 296 p. 18 illus online resource
ISBN:9783642517303