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portada current topics in quantitative finance
current topics in quantitative financecurrent topics in quantitative finance
Type
Physical Book
Publisher
Language
English
Pages
139
ISBN
3790812315
ISBN13
9783790812312
Categories

current topics in quantitative finance

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Synopsis "current topics in quantitative finance"

the volume collects a selection of papers of the 21st euro working group on financial modelling. the papers in this book provide a representative, though not complete, sample of the current scientific activity in the field of quantitative finance. such activity is not only theoretical but also practical, because it tries to combine theoretic analyses with empirical evidence.the topics deal with corporate finance, asset price analysis, portfolio management, decision theory, international exchange markets and financial derivatives. it is important to note the presence of algorithms, methods and models, helpful in the real activities of a decision maker such as performance evaluations and scenarios identifications in portfolio models, how to measure bank efficiency, and how to realize an efficient diversification of international investments.

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