Special Offers see all

More at Powell's

Interviews | Q&As | Essays

How to Clarify Butter: A Writer's Tale

2 comments By Edward Lee

Chefs don't have time to write. While I was working on Smoke and Pickles, I was running a restaurant — a daily regimen of testing recipes,... Continue »

$20.97 Sale Hardcover add to wish list

Smoke and Pickles: Recipes and Stories from a New Southern Kitchen
Edward LeeEdward Lee 9781579654924

This item may be
out of stock.
Click on the button below to search for this title in other formats.

Check for Availability

Receive an email when this ISBN is available used.

Current Topics in Quantitative Finance

by Elio Canestrelli

ISBN13: 3330000247173
All Product Details

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.

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.

What Our Readers Are Saying

Be the first to add a comment for a chance to win!

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

Follow us on...

RSS 2.0
Log Off

Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and eBooks — here at Powells.com.