New Operational Approaches For Financial Modelling

New Operational Approaches for Financial Modelling PDF
Author: Constantin Zopounidis
Publisher: Springer Science & Business Media
Category : Business & Economics
Languages : en
Pages : 454
View: 7601

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Book Description:
th This book is devoted to the 19 Meeting of the EURO Working Group on Financial Modelling, held in Chania, Crete, Greece,November28-30, 1996. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described as "the development of financial models that help to solve problems facedby financial managers in the firm". From this point of view, the following objectivesof the Working Group are distinguished: • providing an international forum for exchange of information and experience on financial modelling; • encouraging research in financial modelling (i. e. new techniques, methodologies, software,empirical studies,etc. ); • stimulating and strengthening the interaction between financial economic theory and the practice of financial decision making; • cooperating and exchanging information with universities and financial institutions throughout Europe. According to the aboveobjectives,the basic aim of this book is to present some new operational approaches (i. e. neural nets, multicriteria analysis, new optimization algorithms, decision software, etc. ) for financial modelling, both in a theoretical and practical levels. Thus, the present volume is divided in nine chapters. The first chapter refers to the new trends in financial modelling and includes two invited papers by Gil-Aluja and Pardalos. The second chapter involves papers on the topic of high performance computing and finance which is a European union project in which participate some members of the EURO Working Group on Financial Modelling (Spronk, Zenios, Dempster, etc. ).


Computational Methods In Financial Engineering

Computational Methods in Financial Engineering PDF
Author: Erricos Kontoghiorghes
Publisher: Springer Science & Business Media
Category : Business & Economics
Languages : en
Pages : 425
View: 1034

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Book Description:
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.


Financial Modelling

Financial Modelling PDF
Author: Maria Bonilla
Publisher: Springer Science & Business Media
Category : Business & Economics
Languages : en
Pages : 427
View: 500

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Book Description:
This book contains a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8-10, 1.999. The Meeting took place in the Bancaja Cultural Center, a nice palace of the XIX century, located in the center of the city. Traditionally, members of the Euro Working Group on Financial Mod elling meet twice a year, hosted by different active groups in successions. The year 1999 was very special for us because the University of Valencia celebrates its fifth century. The Meeting was very well attended and of high quality. More than 90 participants, coming from 20 different countries debated 46 communications in regular sessions. The opening lecture was given by Prof. H. White, from the University of California, San Diego. The topics discussed were classified in nine sessions: Financial Theory, Financial Time Series, Risk Analysis, Portfolio Analysis, Financial Institu tions, Microstructures Market and Corporate Finance, Methods in Finance, Models in Finance and Derivatives. The papers collected in this volume provide a representative but not com plete sample of the fields where the members of the working group develop their scientific activity. The papers are a sample of this activity, and consist of theoretical papers as well as empirical ones.


Project Scheduling With Time Windows

Project Scheduling with Time Windows PDF
Author: Ulrich Dorndorf
Publisher: Springer Science & Business Media
Category : Business & Economics
Languages : en
Pages : 166
View: 5846

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Book Description:
Project Scheduling is concerned with the allocation of scarce resources over time. The rich optimisation models with time windows that are treated in this book cover a multitude of practical decision problems arising in diverse application areas such as construction engineering or make-to-order production planning. The book shows how Constraint Propagation techniques from Artificial Intelligence can be successfully combined with Operations Research methods for developing powerful exact and heuristic solution algorithms for a very general class of scheduling problems. Example applications demonstrate the effectiveness of the approach.


Financial Modelling

Financial Modelling PDF
Author: Andrzej M. J. Skulimowski
Publisher:
Category : Corporations
Languages : en
Pages : 501
View: 7302

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Public Debt Management

Public Debt Management PDF
Author: Mario Dornbusch
Publisher: Cambridge University Press
Category : Business & Economics
Languages : en
Pages : 354
View: 371

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Book Description:
This volume from the Centre for Economic Policy Research brings together research on the management of public debt and its implications for financial stability.


Operations Research Models In Quantitative Finance

Operations Research Models in Quantitative Finance PDF
Author: Rita L. D'Ecclesia
Publisher: Springer Science & Business Media
Category : Business & Economics
Languages : en
Pages : 263
View: 1324

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Book Description:
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.