Modelling Techniques for Financial Markets and Bank Management by Marida BertocchiModelling Techniques for Financial Markets and Bank Management by Marida Bertocchi

Modelling Techniques for Financial Markets and Bank Management

EditorMarida Bertocchi, Enrico Cavalli, Sandor Komlosi

Paperback | April 25, 1996

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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.
Title:Modelling Techniques for Financial Markets and Bank ManagementFormat:PaperbackDimensions:296 pages, 9.25 × 6.1 × 0.01 inPublished:April 25, 1996Publisher:Physica-Verlag HD

The following ISBNs are associated with this title:

ISBN - 10:3790809284

ISBN - 13:9783790809282

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