Modelling Techniques for Financial Markets and Bank Management
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 postopti
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Marida Bertocchi . Enrico Cavalli Sandor Kom16si (Eds.)
Modelling Techniques
for Financial Markets
and Bank Management
With 42 Figures
Physica-Verlag A Springer-Verlag Company
Series Editors Wemer A. Müller Peter Schuster
Editors Professor Marida Bertocchi Professor Enrico Cavalli Department of Mathematics, Statistics, Informatics and Applications University of Bergamo Piazza Rosate 2 1-24129 Bergamo, ltaly Professor Sandor Kom16si Department of Management Science Faculty of Business and Economics Janus Pannonius University Pecs Rak6czi ut 80 H-7622 Pecs, Hungary
CIP-Kurztitelaufnahme der Deutschen Bibliothek Modelling techniques for financiaI markets and bank managementJMarida Bertocchi... (ed.). - Heidelberg: Physica-Ver!., 1996 (Contributions to management science) ISBN 978-3-7908-0928-2 ISBN 978-3-642-51730-3 (eBook) DOI 10.1007/978-3-642-51730-3 NE: Bertocchi, Marida [Hrsg.] This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concemed, specificaIly the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must aIways be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. @
Physica-Verlag Heidelberg 1996
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