Current Topics in Quantitative Finance /
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 pract...
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| Format: | eBook |
| Language: | English |
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Heidelberg :
Physica-Verlag HD : Imprint : Physica,
1999.
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| Series: | Contributions to management science.
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- J. Abaffy, M. Bertocchi, J. Dupacová, V. Moriggia: Performance Evaluation of Algorithms for Black-Derman-Toy Lattice
- M. Bonilla, A. Medal: Efficient Diversification of International Investment: The Spanish Point of View
- E. Canestrelli, S. Giove: Scenarios Identification for Financial Modelling
- M. Corazza: Merton-like Theoretical Frame for Fractional Brownian Motion in Finance
- A. Gamba: Portfolio Analysis with Symmetric Stable Paretian Returns
- T. Pinvanichkul, J.P. Gupta: Dynamics of Bond Returns in the Emerging Markets: A Study of the Thai Bond Market
- W.G. Hallerbach: Modelling Option-Implied Return Distributions: A Generalized Log-Logistic Approximation
- M. Konák: Dichotomous Rate in Stock-Price Process
- A. Resti: How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simulated Data
- M.R. Simonelli: The Scheme of Fuzzy Dominance.