Financial Modelling

  • María Bonilla
  • Trinidad Casasús
  • Ramón Sala
Conference proceedings

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

Table of contents

  1. Front Matter
    Pages I-XIV
  2. Janez Barle, Anton Zunic
    Pages 1-12
  3. Jorge Belaire, Dulce Contreras
    Pages 31-55
  4. María Bonilla, Paulina Marco, Ignacio Olmeda
    Pages 57-68
  5. María Bonilla, Ignacio Olmeda, Rosa Puertas
    Pages 69-78
  6. Rafael Caballero, José Manuel Cabello, Analía Cano, Francisco Ruiz
    Pages 79-92
  7. J. David Cabedo, Ismael Moya
    Pages 93-110
  8. Trinidad Casasús, Juan Carlos Pérez
    Pages 111-124
  9. Rosella Castellano, Rosella Giacometti
    Pages 125-142
  10. Laura Cavallo, Stefania P. S. Rossi
    Pages 143-157
  11. Gianna Figà-Talamanca, Maria Letizia Guerra
    Pages 159-169
  12. Ronald L. Giles
    Pages 171-179
  13. Aart Groenendijk, Jaap Spronk
    Pages 203-213
  14. Andreas Gottschling, Christof Kreuter
    Pages 215-228
  15. Klaus Hellwig, Gerhard Speckbacher, Paul Wentges
    Pages 229-240
  16. Teresa León, Vicente Liern, Enriqueta Vercher
    Pages 241-256
  17. Manuel Mocholí, Ramón Sala, Vicente Sanchis
    Pages 279-289
  18. Bartolomé Pascual
    Pages 309-327
  19. Axel Pierru, Denis Babusiaux
    Pages 339-351
  20. Mariacristina Uberti
    Pages 391-400
  21. Anders Westlund, Tatiana Ermolieva, Landis MacKellar
    Pages 401-427

About these proceedings


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.


Cash Flow Fianancial Management Fianzielle Zeitreihen Finance Financial Modelling Financial Time Series Finanzierung Finanzmanagement Finanzwissenschaftliche Modellierung Investment Simulation calculus modeling optimization

Editors and affiliations

  • María Bonilla
    • 1
  • Trinidad Casasús
    • 1
  • Ramón Sala
    • 1
  1. 1.Department of Financial Economics and MathematicsUniversity of ValenciaValenciaSpain

Bibliographic information

  • DOI
  • Copyright Information Physica-Verlag Heidelberg 2000
  • Publisher Name Physica, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-1282-4
  • Online ISBN 978-3-642-57652-2
  • Series Print ISSN 1431-1941
  • Buy this book on publisher's site
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