Modelling Reality and Personal Modelling (Contributions to Management Science) - Softcover

Softcover

ISBN 10: 0387914463 ISBN 13: 9780387914466

Publisher: Springer Verlag, 1993

Synopsis

This book is on the theory and practice of quantitative financial research that is taking place in Europe. It tries to demonstrate the variety of research that is currently being undertaken. This ranges from the practical, eg. - the financing of small firms in the Netherlands - the use of subjectivity in forecasting - the management of swap portfolios through empirical, eg. - an examination of various European stock indices - the construction of a European index fund - simulation of pension funds - pricing of mortgage-backed securities using parallel processing to the purely theoretical, eg. - the relationship between dominance and the internal rate of return - the behaviour of market traders - the allocation of assets under risk aversion. The volume contains work of interest to all researchers in and consumers of quantitative financial work.

Edition details

• Publisher: Springer Verlag
• Publication date: 1993
• Language: English
• ISBN 10: 0387914463
• ISBN 13: 9780387914466
• Binding: Paperback
• Number of pages: 407
• Editor: Flavell Richard