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...
Other Authors: | , , |
---|---|
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 |