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Current Topics in Quantitative Finance

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Description

The volume collects a selection of papers of the 21st EURO Working Group on Financial Modelling. The papers in this book provide a representative, though not complete, sample of the current scientific activity in the field of quantitative finance. Such activity is not only theoretical but also practical, because it tries to combine theoretic analyses with empirical evidence. The topics deal with corporate finance, asset price analysis, portfolio management, decision theory, international exchange markets and financial derivatives. It is important to note the presence of algorithms, methods and models, helpful in the real activities of a decision maker such as performance evaluations and scenarios identifications in portfolio models, how to measure bank efficiency, and how to realize an efficient diversification of international investments.
Release date Australia
September 17th, 1999
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Contributor
  • Edited by Elio Canestrelli
Edition
Softcover reprint of the original 1st ed. 1999
Illustrations
VIII, 140 p.
Pages
140
Dimensions
155x235x8
ISBN-13
9783790812312
Product ID
2813829

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