Financial Modelling

Häftad, Engelska, 2000

Av Maria Bonilla, Trinidad Casasus, Ramon Sala

1 419 kr

Beställningsvara. Skickas inom 7-10 vardagar

Fri frakt för medlemmar vid köp för minst 249 kr.

The book presents 27 selected contributions from the 24th EURO Working Group on Financial Modelling Meeting. The papers deal with financial theory, financial time series, risk analysis, portfolio analysis, financial institutions, microstructures market and corporate finance, methods in finance, and models in finance and derivatives. They present new developments in the fields of the optimization and the analysis of financial time series behaviour.

Produktinformation

Utgivningsdatum2000-03-24
Mått155 x 235 x 24 mm
Vikt668 g
FormatHäftad
SpråkEngelska
SerieContributions to Management Science
Antal sidor427
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783790812824

Tillhör följande kategorier

Tillämpad matematik inom Naturvetenskap och teknik
Finansiering inom Ekonomi och ledarskap
Mikroekonomi inom Ekonomi och ledarskap
Projektledning inom Ekonomi och ledarskap

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.