Operations Research Models in Quantitative Finance: Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus

D'Ecclesia, Rita L.; Zenios, Stavros A.

The articles included in the volume cover a range of diverse topics linked by a common theme: the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.
Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.

Details

Published by: Physica

Publication Date: 1994-11-25

Format: Paperback

ISBN-13: 9783790808032

DOI: 10.1007/978-3-642-46957-2

Dimensions: 235cm x155cm

Pages: 263