Financial Modelling: Recent Research (Contributions to Management Science) - Couverture souple

Peccati, Lorenzo

 
9783790807653: Financial Modelling: Recent Research (Contributions to Management Science)

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9780387914879: Financial Modelling: Recent Research

Edition présentée

ISBN 10 :  0387914870 ISBN 13 :  9780387914879
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