Financial modelling : recent research / Lorenzo Peccati, Matti Virén (Eds.)
The high quality papers of this volume present applications of financial modelling. Among the important features are practical applicability and European institutional framework. The attention is focused on peculiarities like "thin capital markets, frictions, rationing, 'irrationalities�...
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| Online Access: |
Full Text (via Springer) |
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg :
Physica-Verlag,
1994.
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| Series: | Contributions to management science.
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| Subjects: |
| Summary: | The high quality papers of this volume present applications of financial modelling. Among the important features are practical applicability and European institutional framework. The attention is focused on peculiarities like "thin capital markets, frictions, rationing, 'irrationalities'". The exchange rate role is often carefully considered. All papers contain new results. There is a widespread novelty in the viewpoint chosen by all the authors: Consider the peculiarities of European financial system and try to deal with it through modelling. Thus the reader gets an up-to-date collection of results of European research in this field. Many models can be used in solving portfolio problems, in assessing forecasts, in understanding the possible effects of shocks and disturbances. |
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| Item Description: | "Selection of papers presented ... during the two meetings held in 1992 of the EURO Working Group on financial modelling ... In April ... in Cogne (Aosta Valley, Italy) and in November in Turku (Finland)"--Preface. |
| Physical Description: | 1 online resource (x, 364 pages) : illustrations. |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 9783642867064 3642867065 |