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Modeling the market : new theories and techniques.
Appartenance & droits
FOCARDI Sergio M. ; JONAS Caroline L.
1997
289
1-883249-12-0
131.99-FOCAR
FINANCIAL MATHEMATICS ; FINANCIAL STATISTICS ; PROBABILITIES ; CAPITAL ASSETS PRICING MODEL ; FINANCIAL MARKET ; MODEL ; NUMERICAL ANALYSIS ; STOCHASTIC PROCESS ; SOFTWARE
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Contents : Contents
About the Authors.
Preface.
Acknowledgements.
PART I: CONCEPTS AND METHODS.
1. Basic Concepts.
2. Modeling Under Equilibrium.
3. Technology Developments in the Classical Framework.
4. Models of Non-Equilibrium Markets and Non-Linear Methods.
PART II: IMPLEMENTATION.
5. Investment Management.
6. Trading.
7. Risk Management.
8. The Outlook for Adaptive Methods in Finance.
PART III: ISSUES AND THE MARKET.
9. The Market for Products and Services.
10. Technology Issues.
11. Management Issues.
12. Future Scenarios.
PART IV: THE MATHEMATICS OF UNCERTAINTY AND LEARNING.
13. The Mathematical Handling of Uncertainty.
14. The Representation of Security Markets.
15. The Representation of Market Constraints and Asset Pricing.
16. At the Frontier of Research.
17. Adaptive Computational Methods.
Language : English
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque