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Computational Finance 1999 (Hardcover) Loot Price: R2,268
Discovery Miles 22 680
You Save: R212 (9%)
Computational Finance 1999 (Hardcover): Yaser S.Abu- Mostafa, Blake LeBaron, Andrew W. Lo, Andreas S. Weigend

Computational Finance 1999 (Hardcover)

Yaser S.Abu- Mostafa, Blake LeBaron, Andrew W. Lo, Andreas S. Weigend

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List price R2,480 Loot Price R2,268 Discovery Miles 22 680 | Repayment Terms: R213 pm x 12* You Save R212 (9%)

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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.

General

Imprint: MIT Press
Country of origin: United States
Release date: June 2000
First published: April 2000
Editors: Yaser S.Abu- Mostafa • Blake LeBaron • Andrew W. Lo • Andreas S. Weigend
Dimensions: 229 x 175 x 35mm (L x W x T)
Format: Hardcover
Pages: 733
ISBN-13: 978-0-262-01178-5
Categories: Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Money & Finance > General
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LSN: 0-262-01178-6
Barcode: 9780262011785

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