New Developments in Financial Modelling » książka
New Developments in Financial Modelling
ISBN-13: 9781847186744 / Angielski / Twarda / 2008 / 380 str.
This volume brings together a variety of issues, methods and market instruments that should prove useful for topics courses, finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work: • Banking, empirical assessment of efficiency and relationship banking; • Corporate Governance;• Market Microstructure: liquidity; price limits; volatility;• Risk: sovereign debt rating; volatility-volume around takeover announcements;• Multicriteria approach and portfolio selection;• Modified Tempered Stable Distribution and GARCH modelling.In sum, this contributed volume, joining many authors from academia and practice on finance, offers a multiplicity of issues and methodology that broadens the knowledge and skills in finance matters and raises research questions for further development.
This volume brings together a variety of issues, methods and market instruments that should prove useful for topics courses, finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work: • Banking, empirical assessment of efficiency and relationship banking; • Corporate Governance;• Market Microstructure: liquidity; price limits; volatility;• Risk: sovereign debt rating; volatility-volume around takeover announcements;• Multicriteria approach and portfolio selection;• Modified Tempered Stable Distribution and GARCH modelling.In sum, this contributed volume, joining many authors from academia and practice on finance, offers a multiplicity of issues and methodology that broadens the knowledge and skills in finance matters and raises research questions for further development.
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