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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
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Recent Research in Financial Modelling (Paperback, Softcover reprint of the original 1st ed. 1993)
Loot Price: R2,986
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Recent Research in Financial Modelling (Paperback, Softcover reprint of the original 1st ed. 1993)
Series: Contributions to Management Science
Expected to ship within 10 - 15 working days
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The book contains a selection of recently revised papers that have
initiallybeen presented at two different meetings of the EURO
Working Group on Financial Modelling. The papers related to the
microstructure of capital markets provide evidence that the price
dynamics of financial assets can on- ly be explained - and modelled
- on the basis of a careful examination of the decision process
which leads traders to interact and fix the equilibrium prices. The
papers by Pec- cati, Luciano, Ferrari and Cornaglia belong to this
catego- ry, and help considerably unterstand the performance of
mar- kets which are relatively far from perfection (owing to
thinness, frictions, taxation and the like). This is indeed the
case for some European Exchanges. The very foundations of
quantitative financial analysis have been discussed in the
contributions of Luciano, Canestrelli, Uberti and Van der Meulen.
The classical - although recent - advances on the pricing of
derivative securities have been analyzed and applied by Kremer,
Hallerbach and Jensen/Niel- son, thus demonstrating that
established theories still pro- vide space for a deeper
investigation. Another major topic of interest relates to empirical
studies about how markets behave with respect to theoretical
models. In this respect, the contributions of Viren, Bradfield and
Wilkie/Pollock are quite significant. They present evidence based
on real data discussed in the light of advanced stati- stical
techniques. It is apparent that Corporate Finance and Capital
Markets are becoming more and more related and in- teractingwith
each other.
General
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