Modelling reality and personal modelling /
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 subjectivit...
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg :
Physica-Verlag,
[1993]
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| Series: | Contributions to management science.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 - simulationof 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 andconsumers of quantitative financial work. |
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| Item Description: | "All the papers published herein were presented at either the 9th meeting, in Curaçao, or the 10th meeting, in London, of the EURO Working Group ..."--P. [1]. Electronic resource. |
| Physical Description: | 1 online resource (vi, 407 pages) : illustrations |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 9783642959004 (electronic bk.) 3642959008 (electronic bk.) |