| 书目名称 | Recent Research in Financial Modelling |
| 编辑 | Evert Jan Stokking,Giovanni Zambruno |
| 视频video | |
| 丛书名称 | Contributions to Management Science |
| 图书封面 |  |
| 描述 | The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capitalmarkets provideevidence that the price dynamics of financial assets canon-ly be explained - and modelled - on the basis of acarefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices. The papers by Pec-cati,Luciano, Ferrari and Cornaglia belong to this catego-ry, and helpconsiderably unterstand the performance of mar-kets which are relatively far from perfection (owing tothinness, frictions, taxation and the like).This is indeedthe case for some European Exchanges.The very foundations of quantitative financial analysis havebeen discussed in the contributions of Luciano, Canestrelli,Uberti and Van der Meulen. The classical - although recent- advances on the pricing of derivative securities have beenanalyzed and applied by Kremer, Hallerbach and Jensen/Niel-son, thus demonstrating that established theories stillpro-vide space for a deeper investigation.Another major topic ofinterest relates to empirical studiesabout how markets |
| 出版日期 | Conference proceedings 1993 |
| 关键词 | Derivative Securities; Finanzierung; Finanzwirtschaft; Kapitalmärkte; Portfolio; Portfolio Management; Por |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-46938-1 |
| isbn_softcover | 978-3-7908-0683-0 |
| isbn_ebook | 978-3-642-46938-1Series ISSN 1431-1941 Series E-ISSN 2197-716X |
| issn_series | 1431-1941 |
| copyright | Physica-Verlag Heidelberg 1993 |
发表于 2025-3-21 19:29:00
