by Tomas Kliestik (Editor), Katarina Valaskova (Editor), Maria Kovacova (Editor)
About this Book
The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context.
This book can be used as a reference for academicians and researchers who would like to discuss and introduce new developments in the field of quantitative methods in economics and finance and explore applications of quantitative methods in other business areas.
Brief Contents
- Omnichannel Banking Economy
- Application of Diffusion Models in the Analysis of Financial Markets: Evidence on Exchange
- Traded Funds in Europe
- Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries
- A Raroc Valuation Scheme for Loans and Its Application in Loan Origination
- Modelling Australian Dollar Volatility at Multiple Horizons with High-Frequency Data
- A Note on Simulation Pricing of π-Options
- Determining Economic Security of a Business Based on Valuation of Intangible Assets according to the International Valuation Standards (IVS)
- Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate
Publisher : Mdpi AG (2021)
Language : English
Pages : 166
ISBN-10 : 3036505369
ISBN-13 : 978-3036505374