Financial Modelling: Recent Research (Contributions to Management Science) - Image 1

£82.99

Physica Financial Modelling: Recent Research (Contributions to Management Science)

Name: Financial Modelling: Recent Research (Contributions to Management Science)
Brand: Physica
Price: 81.77 GBP
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Econometrics

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Description

The high quality papers of this volume present applications of financial modelling. Among the important features are practical applicability and European institutional framework. The attention is focused on peculiarities like "thin capital markets, frictions, rationing, 'irrationalities'". The exchange rate role is often carefully considered. All papers contain new results. There is a widespread novelty in the viewpoint chosen by all the authors: Consider the peculiarities of European financial system and try to deal with it through modelling. Thus the reader gets an up-to-date collection of results of European research in this field. Many models can be used in solving portfolio problems, in assessing forecasts, in understanding the possible effects of shocks and disturbances.

Product Specifications

Brand: Physica
Format: Paperback
ASIN: 3790807656
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 18 May 1994
Listed Since: 10 December 2006

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Physica Financial Modelling: Recent Research (Contributions to Management Science)

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