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Operations Research Models in Quantitative Finance

Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus

  • Rita L. D’Ecclesia
  • Stavros A. Zenios

Part of the Contributions to Management Science book series (MANAGEMENT SC.)

Table of contents

  1. Front Matter
    Pages I-X
  2. Generals

    1. Front Matter
      Pages 1-1
    2. David F. Babbel, Robert Stricker, Irwin T. Vanderhoof
      Pages 3-17
    3. John M. Mulvey
      Pages 18-35
  3. Theoretical or Conceptual Modeling

    1. Front Matter
      Pages 63-63
    2. Francesca Beccacece, Lorenzo Peccati
      Pages 65-75
    3. Marida Bertocchi, Alessandro Butti
      Pages 76-94
    4. Erio Castagnoli, Marco Li Calzi
      Pages 95-111
  4. Empirical Modeling and Analysis

    1. Front Matter
      Pages 185-185
    2. Antonella Basso, Paola Ferretti
      Pages 187-209
    3. Aart A. Groenendijk
      Pages 235-248

About these proceedings

Introduction

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.

Keywords

Finance Finanzierungstheorie Investment Operations Research Option Pricing Optionspreistheorie Portfolio Portfolio Management Portfolio Optimization Portfolio Selection Portfolio Theorie optimization

Editors and affiliations

  • Rita L. D’Ecclesia
    • 1
  • Stavros A. Zenios
    • 2
    • 3
  1. 1.Instituto di Scienze EconomicheUniversità degli Studi di UrbinoUrbino (PS)Italiy
  2. 2.The Wharton SchoolUniversity of PennsylvaniaPhiladelphiaUSA
  3. 3.Department of Public and Business AdministrationUniversity of CyprusNicosiaCyprus

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-46957-2
  • Copyright Information Physica-Verlag Heidelberg 1994
  • Publisher Name Physica-Verlag HD
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-0803-2
  • Online ISBN 978-3-642-46957-2
  • Series Print ISSN 1431-1941
  • Buy this book on publisher's site
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