New Developments in Financial Modelling
Overview
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: o Banking, empirical assessment of efficiency and relationship banking; o Corporate Governance; o Market Microstructure: liquidity; price limits; volatility; o Risk: sovereign debt rating; volatility-volume around takeover announcements; o Multicriteria approach and portfolio selection; o 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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Details
- ISBN-13: 9781847186744
- ISBN-10: 1847186742
- Publisher: Cambridge Scholars Publishing
- Publish Date: August 2008
- Dimensions: 8.1 x 5.9 x 1.2 inches
- Shipping Weight: 1.4 pounds
- Page Count: 380
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