Financial modelling and the theory of finance
Article Abstract:
The theory of finance is considered in the context of financial modelling with regard to operational research.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
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Xetra efficiency evaluation and NASDAQ modelling by Kapsyn
Article Abstract:
The use of the computer program KapSyn in examining Frankfurt's trading system Xtra and NASDAQ is proposed.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
Stock-exchange, Stock exchanges
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
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Default probabilities in a corporate bank portfolio: A logistic model approach
Article Abstract:
A logistic model approach to default probabilities in a corporate bank portfolio is considered, taking into account financial variables.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
Risk management
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
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Subjects list: Operations research, Research, Management science, Models
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