Operations Research Models in Quantitative Finance: Proceedings of the XIII Meeting EURO Working Group for Financial Modeling University of Cyprus, ... Cyprus

by Rita L. D'Ecclesia (Editor), Stavros A. Zenios (Editor)

The articles included in the volume cover a range of diverse topics linked by a common the use of formal modelling techniques to promote better understanding of financial markets and improve management of financial operations.
Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.

273 pages, Paperback

First published November 25, 1994