Modelling Techniques for Financial Markets and Bank Management
Author | : Marida Bertocchi |
Publisher | : Springer Science & Business Media |
Total Pages | : 306 |
Release | : 2012-12-06 |
ISBN-10 | : 9783642517303 |
ISBN-13 | : 3642517307 |
Rating | : 4/5 (03 Downloads) |
Download or read book Modelling Techniques for Financial Markets and Bank Management written by Marida Bertocchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.