Title: Modelling Techniques for Financial Markets and Bank Management (Contributions to Management Science)
Publisher: Physica-Verlag
Publication Date: 1996
Language: English
ISBN 10: 3790809284
ISBN 13: 9783790809282
Binding: Paperback
Condition: Like New
Book Type: book

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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.

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