Modelling Techniques for Financial Markets and Bank Management

  • Marida Bertocchi
  • Enrico Cavalli
  • Sándor Komlósi
Conference proceedings

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

Table of contents

  1. Front Matter
    Pages I-X
  2. Maria Elena De Giuli, Umberto Magnani
    Pages 34-47
  3. Paolo Falbo, Marco Frittelli, Silvana Stefani
    Pages 48-64
  4. Giorgio Calcagnini, Rita L. D’Ecclesia
    Pages 65-89
  5. Thomas Hartman, James E. Storbeck
    Pages 140-151
  6. Kari Takala, Matti Virén
    Pages 152-177
  7. Damiano Carrara, Enrico Cavalli
    Pages 178-191
  8. Salvatore Greco, Silvestro Lo Cascio, Benedetto Matarazzo
    Pages 192-211
  9. Gianfranco Gambarelli
    Pages 212-222
  10. Margherita Cigola, Paola Modesti
    Pages 272-284

About these proceedings


Shown is the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financial markets. Moreover, trading strategies in commodity future markets, models for the evolution of interest rates and postoptimality analysis in portfolio management are given. A couple of conceptual papers on modelling preference relations are also included.


Bank Management Finanzmärkte Finanzwesen Futures Portfolio calculus finance financial markets linear optimization modeling portfolio management programming stochastics

Editors and affiliations

  • Marida Bertocchi
    • 1
  • Enrico Cavalli
    • 1
  • Sándor Komlósi
    • 2
  1. 1.Department of Mathematics, Statistics, Informatics and ApplicationsUniversity of BergamoBergamoItaly
  2. 2.Department of Management Science, Faculty of Business and EconomicsJanus Pannonius University PécsPécsHungary

Bibliographic information

  • DOI
  • Copyright Information Physica-Verlag Heidelberg 1996
  • Publisher Name Physica-Verlag HD
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-0928-2
  • Online ISBN 978-3-642-51730-3
  • Series Print ISSN 1431-1941
  • Buy this book on publisher's site
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