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Current Topics in Quantitative Finance

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Current Topics in Quantitative Finance Cover

 

Synopses & Reviews

Publisher Comments:

The volume collects a selection of papers of the 21st EURO Working Group on Financial Modelling. The papers in this book provide a representative, though not complete, sample of the current scientific activity in the field of quantitative finance. Such activity is not only theoretical but also practical, because it tries to combine theoretic analyses with empirical evidence.The topics deal with corporate finance, asset price analysis, portfolio management, decision theory, international exchange markets and financial derivatives. It is important to note the presence of algorithms, methods and models, helpful in the real activities of a decision maker such as performance evaluations and scenarios identifications in portfolio models, how to measure bank efficiency, and how to realize an efficient diversification of international investments.

Table of Contents

Performance Evaluation of Algorithms for Black-Derman-Toy Lattice / Jozsef Abaffy, Marida Bertocchi and Jitka Dupacova / [et al.] — Efficient Diversification of International Investments: The Spanish Point of View / Maria Bonilla and Amparo Medal — Scenarios Identification for Financial Modelling / Elio Canestrelli and Silvio Giove — Merton-like Theoretical Frame for Fractional Brownian Motion in Finance / Marco Corazza — Portfolio Analysis with Symmetric Stable Paretian Returns / Andrea Gamba — Dynamics of Bond Returns in the Emerging Markets: A Study of the Thai Bond Market / Tippawan Pinvanichkul and Jyoti P. Gupta — Modelling Option-Implied Return Distributions: A Generalized Log-Logistic Approximation / Winfried O. Hallerbach — Dichotomous Rate in Stock-Price Process / Michael Konak — How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simulated Data / Andrea Resti — Scheme of Fuzzy Dominance / Maria Rosaria Simonelli.

Product Details

ISBN:
3330000247173
Publisher:
Physica-Verlag
Subject:
Finance
Author:
Canestrelli, Elio
Author:
Meeting, Euro Working Group for Financial Modeling.
Subject:
Mathematical models
Subject:
Accounting - General
Subject:
Operations Research
Subject:
Asset pricing
Subject:
Corporate Finance
Subject:
Decision Theory.
Subject:
Entscheidungstheorie
Subject:
Financial Derivates
Subject:
Finanzderivate
Subject:
Finanzierung
Subject:
Portfolio management
Subject:
Unternehmensfinanzierung
Subject:
Finance/Investment/Banking
Subject:
Quantitative Finance
Subject:
Operations Research/Decision Theory
Subject:
Business-Accounting and Finance
Subject:
main_subject
Subject:
all_subjects
Publication Date:
1999
Binding:
ELECTRONIC
Language:
English
Pages:
139

Related Subjects

» Business » Accounting and Finance
» Business » Business Plans
» History and Social Science » Economics » General
» Science and Mathematics » Mathematics » Applied
» Science and Mathematics » Mathematics » Modeling

Current Topics in Quantitative Finance
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Product details 139 pages Physica-Verlag - English 3330000247173 Reviews:
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