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This volume presents a selection of revised papers from the 21st Euro Working Group on Financial Modelling Meeting, held in Venice, Italy, from October 29-31, 1997. Established in September 1986 in Lisbon, the Working Group aims to foster an international forum for sharing information and experiences, promoting research, and enhancing the interaction between financial economic theory and practical financial decision-making among universities and financial institutions across Europe. The meeting attracted over 80 participants from 20 countries, featuring 5 invited lectures and 40 communications in regular sessions. These sessions took place on San Servolo Island, located in the Venetian lagoon, offering a serene environment with views of Venice and a peaceful park for relaxation. The congenial atmosphere facilitated both formal and informal discussions, characteristic of E.W.G.F.M. Meetings. Notably, the history of the Meeting is significant, as previous gatherings were hosted in Cyprus, Crete, and Dubrovnik, reflecting the Venetian Republic's influence on the Mediterranean. Thus, hosting the event in the heart of the Republic, specifically in the Saint Mark basin, was a fitting continuation of this tradition.
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Current topics in quantitative finance, Elio Canestrelli
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- 1999
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