Operations Research Models in Quantitative Finance Proceedings of th
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 theoreti
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Contributions to Management Science Ulrich A. W. Tetzlaff Optimal Design of Flexible Manufacturing Systems
1990.190 pages. Softcover OM 69,ISBN 3-7908-0516-5 Fred von Gunten Competition in the Swiss Plastics Manufacturing Indnstry 1991. 408 pages. Softcover OM 120,ISBN 3-7908-0541-6 Harald Oyckhoff/Ute Finke Cutting and Packing in Production and Distribution 1992. 248 pages. Hardcover OM 120,ISBN 3-7908-0630-7 Hagen K. C. Pfeiffer The Diffusion of Electronic Data Interchange 1992. 257 pages. Softcover OM 85,ISBN 3-7908-0631-5 Evert Jan Stokking I Giovanni Zambruno (Eds.) Recent Research in Financial Modelling 1993.174 pages. Softcover OM 90,ISBN 3-7908-0683-8 Richard Flavell (Ed.) Modelling Reality and Personal Modelling 1993.407 pages. Softcover OM 120,ISBN 3-7908-0682-X Lorenzo Peccati I Matti Vinln (Eds.) Financial Modelling 1994. 364 pages. Softcover OM 98,ISBN 3-7908-0765-6 Michael Hofmann I Monika List (Eds.) Psychoanalysis and Management 1994. 392 pages. Softcover OM 120,ISBN 3-7908-0795-8
Rita L. D'Ecclesia Stavros A. Zenios (Editors)
Operations Research Models in Quantitative Finance Proceedings of the XIll Meeting EURO Working Group for Financial Modeling University of Cyprus, Nicosia, Cyprus
With 60 Figures
Physica-Verlag A Springer-Verlag Company
Series Editor Werner A. Milller Peter Schuster
Editors Professor Rita L. D'Ecclesia Istituto di Scienze Economiche Universitil degli Studi di Urbino via Saffi, 2 1-61029 Urbino (PS), ltaliy Professor Stavros A. Zenios The Wharton School University of Pennsylvania Philadelphia, PA 19104, USA Pressent address Department of Public and Business Administration University of Cyprus, Nicosia, Cyprus
ISBN-13: 978-3-7908-0803-2
e-ISBN-13: 978-3-642-46957-2
DOl: 10.1007/978-3-642-46957-2
CIP-Kurztitelaufnahme der Deutschen Bibliothek Operations research models in quantitative finance: University of Cyprus, Nicosia, Cyprus I Rita L. D'Ecclesia; Stavros A. Zenios (ed.). - Heidelberg: Physica-Verl., 1994 (Proccedings of the ... meeting I Euro Working Group for Financial Modeling; 13) (Contributions to management science) NE: D'Ecclesia, Rita L. [Hrsg.] This work is subject to copyright. All rights are reserved, whether the whole or part ofthe material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in other ways, and storage in data banks. Duplication of this publication or parts thereof is only permitted under the provisions of the German Copyright Law of September 9, 1965, in its version of June 24, 1985, and a copyright fee must always be paid. Violations fall under the prosecution act of the German Copyright Law.
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PREFACE The XIII meeting of the E
