New Operational Approaches for Financial Modelling

th This book is devoted to the 19 Meeting of the EURO Working Group on Financial Modelling, held in Chania, Crete, Greece,November28-30, 1996. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described a...

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Corporate Author: SpringerLink (Online service)
Other Authors: Zopounidis, Constantin (Editor)
Format: eBook
Language:English
Published: Heidelberg Physica-Verlag HD 1997, 1997
Edition:1st ed. 1997
Series:Contributions to Management Science
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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245 0 0 |a New Operational Approaches for Financial Modelling  |h Elektronische Ressource  |c edited by Constantin Zopounidis 
250 |a 1st ed. 1997 
260 |a Heidelberg  |b Physica-Verlag HD  |c 1997, 1997 
300 |a XII, 454 p. 8 illus  |b online resource 
505 0 |a A case study at the export credits guarantee department (U.K.) -- Disappearing clouds: Weather influences on retail sales -- V. Corporate Finance: Investment and Financing Decisions -- Firm finance and growth: An empirical analysis -- Investment project analysis and financing mix: A new method in sight? -- A new linear programming formulation for the capital rationing problem -- VI. Insurance Companies and Financial Modelling -- Modelling shareholder value of insurance companies -- Zero-utility premium and time -- On the use of multicriteria methods for the evaluation of insurance companies in Greece -- VII. Stochastic Modelling and Uncertainty in Finance -- Preferences for early resolution of risk in financial markets with asymmetric information -- GARCH models as diflusion approximation: A simulation approach for currency hedging using options --  
505 0 |a Elements of Dert’s model -- Postoptimality for a bond portfolio management model -- Demand for assets by heterogeneous agents in the Italian markets -- III. Financial Markets, Portfolio Theory and Selection -- Recent developments in modelling abnormal stock returns: A review essay -- Warrants pricing in a thin market: Case of Thailand -- “Ebb and flow” of fundamentalist, imitator and contrarian investors in a financial market -- Applicability of the CAPM on the Hungarian stock market: An empirical investigation -- Stock market behaviour and imitation: Some further results -- On selecting a portfolio of lease contracts in an asset-backed securitization process -- IV. Financial Forecasting --  
505 0 |a The case of financial distress -- Linear and dynamic modelisations of defeasance operations -- Author Index 
653 |a Leadership 
653 |a Finance 
653 |a Operations research 
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653 |a Business Strategy/Leadership 
653 |a Business mathematics 
653 |a Business Mathematics 
653 |a Decision making 
653 |a Operations Research/Decision Theory 
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490 0 |a Contributions to Management Science 
856 |u https://doi.org/10.1007/978-3-642-59270-6?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 332 
520 |a th This book is devoted to the 19 Meeting of the EURO Working Group on Financial Modelling, held in Chania, Crete, Greece,November28-30, 1996. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described as "the development of financial models that help to solve problems facedby financial managers in the firm". From this point of view, the following objectivesof the Working Group are distinguished: • providing an international forum for exchange of information and experience on financial modelling; • encouraging research in financial modelling (i. e. new techniques, methodologies, software,empirical studies,etc. ); • stimulating and strengthening the interaction between financial economic theory and the practice of financial decision making; • cooperating and exchanging information with universities and financial institutions throughout Europe. According to the aboveobjectives,the basic aim of this book is to present some new operational approaches (i. e. neural nets, multicriteria analysis, new optimization algorithms, decision software, etc. ) for financial modelling, both in a theoretical and practical levels. Thus, the present volume is divided in nine chapters. The first chapter refers to the new trends in financial modelling and includes two invited papers by Gil-Aluja and Pardalos. The second chapter involves papers on the topic of high performance computing and finance which is a European union project in which participate some members of the EURO Working Group on Financial Modelling (Spronk, Zenios, Dempster, etc. )