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Free Download Modelling Techniques for Financial Markets and Bank Management By A. G. Malliaris, Jerome L. Stein (auth.), Professor Marida Bertocchi, Professor Enrico Cavalli, Professor Sándor Komlósi (eds.)
1996 | 296 Pages | ISBN: 3790809284 | PDF | 10 MB
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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