Financial Modelling
This book contains a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8-10, 1.999. The Meeting took place in the Bancaja Cultural Center, a nice palace of the XIX century, located in the center of the city. Tradi...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Physica-Verlag HD
2000, 2000
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| Edition: | 1st ed. 2000 |
| Series: | Contributions to Management Science
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- On the Use of Credit Rating Migration Matrices
- Do Stock Market Anomalies Disappear? The Example of Small Size and Market-to-Book Premia at the London Stock Exchange
- Testing Independence: A New Approach
- Forecasting Exchange Rates Volatilities Using Artificial Neural Networks
- An Application of Hybrid Models in Credit Scoring
- Portfolio Selection Via Goal Programming
- ARCH Factor: A New Methodology to Estimate Value at Risk
- A Problem of Optimization in a Case of Foreign Investment
- Improving Portfolio Performances Using Options Strategies
- An X-Efficiency Analysis of Different Banking Organizational Types in Europe
- Towards a Coherent Volatility Pricing Model: An Empirical Comparison
- Direction Indicators in Financial Modelling
- Stock-Split Ex-Dates: Evidence from the Spanish Stock Market
- Portfolio Performance Through the Eyes of Monkeys
- Approximation Properties of the Neuro-Fuzzy Minimum Function
- A Stakeholder Approach to the Valuation of Corporate Cash Flows
- Fuzzy Mathematical Programming for Portfolio Management
- Business Investment and Financial Constraints. Evidence of Spanish Case by Using Company Level Panel Data
- A Portfolio Problem with Uncertainty
- Pricing Seats as Barrier Options. Implications for the Futures Markets
- Volatility Transmission Between Stock Markets
- Incentive Contracts and Performance Measures Based on Accrual Accounting Numbers
- A General Approach to Different Concepts of Cost of Capital
- European Banks and the Creditmetrics Model: Can We Make its Implementation Easier?
- Informational and Operational Financial Modelling as Strategic Part of the Corporate Criminal Intelligence Analysis
- Immunization of Portfolios with Liabilities
- Analysis and Forecasting of Social Security: A Study of Robustness