| Description |
1 online resource (xviii, 713 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references and index. |
| Summary |
Annotation 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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Finance -- Data processing -- Congresses.
|
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Finance -- Data processing. |
|
Finance -- Mathematical models -- Congresses.
|
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Finance -- Mathematical models. |
| Genre/Form |
Electronic books.
|
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Conference papers and proceedings.
|
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Conference papers and proceedings.
|
| Added Author |
Abu-Mostafa, Yaser S., 1957-
|
| Added Title |
Computational finance nineteen ninety nine |
| Other Form: |
Print version: Computational finance 1999. Cambridge, Mass. : MIT Press, ©2000 0262011786 (DLC) 99030172 (OCoLC)41516446 |
| ISBN |
0585378983 (electronic book) |
|
9780585378985 (electronic book) |
|
9780262011785 |
|
0262011786 |
|
0262011786 (hc. ; alkaline paper) |
|
026251107X (paperback ; alkaline paper) |
|
