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Modelling Techniques for Financial Markets and Bank Management

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Modelling Techniques for Financial Markets and Bank Management
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.

More from the series "Contributions to Management Science"

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80 % of the price goes directly to the author.

ISBN: 9783790809282

Language: English

Publication date: 25.04.1996

Number of pages: 296

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