The Resource Current Topics in Quantitative Finance, edited by Elio Canestrelli, (electronic resource)

Current Topics in Quantitative Finance, edited by Elio Canestrelli, (electronic resource)

Label
Current Topics in Quantitative Finance
Title
Current Topics in Quantitative Finance
Statement of responsibility
edited by Elio Canestrelli
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
The present volume collects a selection of revised papers which were presented at the 21st Euro Working Group on Financial Modelling Meeting, held in Venice (Italy), on October 29-31, 1997. The Working Group was founded in September 1986 in Lisbon with the objective of providing an international forum for the exchange of information and experience; encouraging research and interaction be­ tween financial economic theory and practice of financial decision mak­ ing, as well as circulating information among universities and financial institutions throughout Europe. The attendance to the Meeting was large and highly qualified. More than 80 participants, coming from 20 different Countries debated on 5 invited lectures and 40 communications in regular sessions. The sessions were located at the Island of San Servolo, on the Venetian lagoon, just in front of the Doges Palace. San Servolo Island is a natural oasis, in the midst of a unique urban setting, offering great relaxation in a peaceful park and a panoramic view of Venice. The friendly atmosphere added great benefit to the formal and informal discussions among the participants, -which is typical of E.W.G.F.M. Meetings. It is interesting to consider the story of the Meeting. The previous locations were held at Cyprus, Crete and Dubrovnik - former mile­ stones of the Venitian Republic influence on the Mediterranean Sea. Therefore, that this Meeting should be harboured in the heart of the Republic itself (namely, the Saint Mark basin), was only a matter of consequence
Member of
Dewey number
332
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
0rJIOy9Dn_U
Image bit depth
0
Language note
English
LC call number
HF5691-5716
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Canestrelli, Elio.
Series statement
Contributions to Management Science,
http://library.link/vocab/subjectName
  • Business mathematics
  • Leadership
  • Public finance
  • Finance
  • Operations research
  • Business Mathematics
  • Business Strategy/Leadership
  • Public Economics
  • Finance, general
  • Quantitative Finance
  • Operations Research/Decision Theory
Label
Current Topics in Quantitative Finance, edited by Elio Canestrelli, (electronic resource)
Instantiates
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters
Carrier category
online resource
Carrier category code
cr
Color
not applicable
Content category
text
Content type code
txt
Contents
Performance Evaluation of Algorithms for Black-DermanToy Lattice -- Efficient Diversification of International Investments: The Spanish Point of View -- Scenarios Identification for Financial Modelling -- Merton-like Theoretical Frame for Fractional Brownian Motion in Finance -- Portfolio Analysis with Symmetric Stable Paretian Returns -- Dynamics of Bond Returns in the Emerging Markets: A Study of the Thai Bond Market -- Modelling Option-Implied Return Distributions: A Generalized Log-Logistic Approximation -- Dichotomous Rate in Stock-Price Process -- How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simulated Data -- The Scheme of Fuzzy Dominance
Dimensions
unknown
Edition
1st ed. 1999.
Extent
1 online resource (VIII, 140 p.)
File format
multiple file formats
Form of item
online
Isbn
9783642586774
Level of compression
uncompressed
Media category
computer
Media type code
c
Other control number
10.1007/978-3-642-58677-4
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3400000000104542
  • (SSID)ssj0000805754
  • (PQKBManifestationID)11504542
  • (PQKBTitleCode)TC0000805754
  • (PQKBWorkID)10839412
  • (PQKB)10054147
  • (DE-He213)978-3-642-58677-4
  • (MiAaPQ)EBC3092509
  • (EXLCZ)993400000000104542
Label
Current Topics in Quantitative Finance, edited by Elio Canestrelli, (electronic resource)
Publication
Note
Bibliographic Level Mode of Issuance: Monograph
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters
Carrier category
online resource
Carrier category code
cr
Color
not applicable
Content category
text
Content type code
txt
Contents
Performance Evaluation of Algorithms for Black-DermanToy Lattice -- Efficient Diversification of International Investments: The Spanish Point of View -- Scenarios Identification for Financial Modelling -- Merton-like Theoretical Frame for Fractional Brownian Motion in Finance -- Portfolio Analysis with Symmetric Stable Paretian Returns -- Dynamics of Bond Returns in the Emerging Markets: A Study of the Thai Bond Market -- Modelling Option-Implied Return Distributions: A Generalized Log-Logistic Approximation -- Dichotomous Rate in Stock-Price Process -- How Should We Measure Bank Efficiency? A Comparison of Classic and Recent Techniques Based on Simulated Data -- The Scheme of Fuzzy Dominance
Dimensions
unknown
Edition
1st ed. 1999.
Extent
1 online resource (VIII, 140 p.)
File format
multiple file formats
Form of item
online
Isbn
9783642586774
Level of compression
uncompressed
Media category
computer
Media type code
c
Other control number
10.1007/978-3-642-58677-4
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)3400000000104542
  • (SSID)ssj0000805754
  • (PQKBManifestationID)11504542
  • (PQKBTitleCode)TC0000805754
  • (PQKBWorkID)10839412
  • (PQKB)10054147
  • (DE-He213)978-3-642-58677-4
  • (MiAaPQ)EBC3092509
  • (EXLCZ)993400000000104542

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