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Operations Research Models in Quantitative Finance

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Cover of 'Operations Research Models in Quantitative Finance'

Table of Contents

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    Book Overview
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    Chapter 1 A Modern Approach to Performance Measurement for Insurers
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    Chapter 2 Multi-Stage Financial Planning Systems
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    Chapter 3 Financial Regulation and Multi-tier Financial Intermediation Systems
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    Chapter 4 Immunization Strategies in Linear Models
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    Chapter 5 Some Alternatives and Numerical Results in Binomial Put Option Pricing
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    Chapter 6 Expected Utility without Utility: A Model of Portfolio Selection
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    Chapter 7 Theoretical and Empirical Aspects of the Relation between Interest Rates and Common Stock Returns
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    Chapter 8 Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensive Research Guide
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    Chapter 9 Shortfall-Risk for Multiperiod Investment Returns
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    Chapter 10 Stock Returns: An Analysis of the Italian Market with GARCH Models
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    Chapter 11 Embedded Option Pricing on Interest-Rate Sensitive Securities in the Italian Market
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    Chapter 12 Mean Reversion at The Dutch Stock Exchange?
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    Chapter 13 Low Fat Modeling and Reinsurance Induced Solvency
Attention for Chapter 5: Some Alternatives and Numerical Results in Binomial Put Option Pricing
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Chapter title
Some Alternatives and Numerical Results in Binomial Put Option Pricing
Chapter number 5
Book title
Operations Research Models in Quantitative Finance
Published by
Physica-Verlag HD, January 1994
DOI 10.1007/978-3-642-46957-2_5
Book ISBNs
978-3-79-080803-2, 978-3-64-246957-2
Authors

Marida Bertocchi, Alessandro Butti

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