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Modelling Techniques for Financial Markets and Bank Management (Paperback, Softcover reprint of the original 1st ed. 1996):... Modelling Techniques for Financial Markets and Bank Management (Paperback, Softcover reprint of the original 1st ed. 1996)
Marida Bertocchi, Enrico Cavalli, Sandor Komlosi
R2,657 Discovery Miles 26 570
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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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