Computational Finance 1999
| Author/creator | Abu-Mostafa, Yaser S., 1957- Editor |
| Other author | LeBaron, Blake Editor |
| Other author | Lo, Andrew W. Editor |
| Other author | Weigend, Andreas S. Editor |
| Format | Electronic |
| Publication Info | Cambridge : MIT Press |
| Description | 733 p. ill 09.000 x 06.900 in. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Summary | Annotation <p>Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.</p> |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 99030172 |
| ISBN | 9780262511070 |
| ISBN | 026251107X (Trade Paper) Active Record |
| Standard identifier# | 9780262511070 |
| Stock number | 00015994 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |