Cart
Free US shipping over $10
Proud to be B-Corp

Modelling Techniques for Financial Markets and Bank Management Marida Bertocchi

Modelling Techniques for Financial Markets and Bank Management By Marida Bertocchi

Modelling Techniques for Financial Markets and Bank Management by Marida Bertocchi


$120.59
Condition - New
Only 2 left

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.

Modelling Techniques for Financial Markets and Bank Management Summary

Modelling Techniques for Financial Markets and Bank Management by Marida Bertocchi

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.

Table of Contents

Financial Modelling: From Stochastics to Chaotics and Back to Stochastics.- Uncertainty about Input Data in Portfolio Management.- Non-Substitution Theorems for Perfect Matching Problems.- Commodity Futures Markets and Trading Strategies Opportunities.- Financial Asset Demand in the Italian Market: an Empirical Analysis.- Italian Term Structure Movements: the Appropriateness of a Multinomial Model.- Replicating an Option under General Rebalancing Costs.- Linear Programming and Econometric Methods for Bank Efficiency Evaluation: an Empirical Comparison Based on a Panel of Italian Banks.- Measuring Managerial and Program Efficiencies in a Swedish Savings and Loan.- Bankruptcies, Indebtedness and the Credit Crunch.- Bankruptcy Prediction: Discriminant Analysis versus Neural Networks.- Rough Set Approach to Stock Selection: an Application to the Italian Market.- Takeover Algorithms.- The Number of Arbitrage Pricing Theory Factors: an Assessment of the Power of Multivariate Tests Used.- Tests for Randomness in Multiple Financial Time Series.- On SBB Utility Theory.- Proper Risk Aversion in Presence of Multiple Sources of Risk.

Additional information

NLS9783790809282
9783790809282
3790809284
Modelling Techniques for Financial Markets and Bank Management by Marida Bertocchi
New
Paperback
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
1996-04-25
296
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Modelling Techniques for Financial Markets and Bank Management