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Risk Measurement, Econometrics and Neural Networks - Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany (Paperback, Softcover reprint of the original 1st ed. 1998)
Loot Price: R2,972
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Risk Measurement, Econometrics and Neural Networks - Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany (Paperback, Softcover reprint of the original 1st ed. 1998)
Series: Contributions to Economics
Expected to ship within 10 - 15 working days
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This book comprises the articles of the 6th Econometric Workshop in
Karlsruhe, Germany. In the first part approaches from traditional
econometrics and innovative methods from machine learning such as
neural nets are applied to financial issues. Neural Networks are
successfully applied to different areas such as debtor analysis,
forecasting and corporate finance. In the second part various
aspects from Value-at-Risk are discussed. The proceedings describe
the legal framework, review the basics and discuss new approaches
such as shortfall measures and credit risk.
General
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