|
|
|
|
| LEADER |
00000cam a2200000uu 4500 |
| 001 |
in00000232554 |
| 006 |
m o d |
| 007 |
cr |n||||||||| |
| 008 |
151010s1999 enk o 000 0 eng d |
| 005 |
20240806200614.7 |
| 020 |
|
|
|a 9780262266741
|
| 020 |
|
|
|a 0262266741
|
| 035 |
|
|
|a (OCoLC)923250243
|
| 035 |
|
|
|a (OCoLC)ocn923250243
|
| 040 |
|
|
|a EBLCP
|b eng
|e pn
|c EBLCP
|d OCLCQ
|d MERUC
|d OCLCQ
|d ZCU
|d ICG
|d OCLCO
|d OCLCF
|d OCLCQ
|d OCLCO
|d OCLCQ
|d DKC
|d AU@
|d OCLCQ
|d OCL
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCL
|
| 050 |
|
4 |
|a HG174.C64 2000eb
|
| 082 |
0 |
4 |
|a 332/.0285
|
| 100 |
1 |
|
|a Weigend, Andreas S.
|
| 245 |
1 |
0 |
|a Computational Finance.
|
| 260 |
|
|
|a Cambridge :
|b MIT Press,
|c 1999.
|
| 300 |
|
|
|a 1 online resource (732 pages)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 500 |
|
|
|a ""A Computational Framework for Contingent Claim""
|
| 505 |
0 |
|
|a ""Contents""; ""Preface""; ""Contributors""; ""Introduction""; ""Risk Management and Portfolio Optimization""; ""Importance Sampling and StratiEcation for Value-at-Risk""; ""ConEdence Intervals and Hypothesis Testing for the""; ""Sharpe and Treynor Performance Measures:""; ""A Bootstrap Approach""; ""Conditional Value at Risk""; ""Advances in Importance Sampling""; ""Arbitrage and the APTZA Note""; ""Bayesian Network Models of Portfolio Risk and Return""; ""Volatility""; ""Change of Measure in Monte Carlo Integration""; ""via Gibbs Sampling with an Application to""
|
| 505 |
8 |
|
|a ""Stochastic VolatilityModels""""Comparing Models of Intra daySeasonal Volatility""; ""in the Foreign Exchange Market""; ""A Symbolic Dynamics Approach to Volatility Prediction""; ""Does Volatility Timing Matter?""; ""Time Series Methods""; ""Goodness of FitG Stability and Data Mining""; ""A Bayesian Approach to Estimating Mutual Fund Returns""; ""Independent Component Ordering in ICS Snalysis""; ""of Financial Data""; ""Curved Gaussian Models with Spplication to Modeling""; ""Foreign Exchange Rates""; ""Nonparametric EJciency Testing of Ssian""; ""Foreign Exchange Markets""
|
| 505 |
8 |
|
|a ""Term Structure of Interactions of Foreign Exchange Rates""""Exchange Rates and FundamentalsÂ? Evidence from""; ""Out(of(Sample Forecasting Using Neural Networks""; ""Dynamic Trading Strategies""; ""Trading Models as Specimcation Tools""; ""Statistical Arbitrage Models of the FTSE JDD""; ""Implementing Trading Strategies for Forecasting Models""; ""Using Nonlinear Neurogenetic Models with Prokt Related""; ""Objective Functions to Trade the US THbond Future""; ""Parameter Tuning in Trading Algorithms Using ASTA""; ""Hedge Funds Styles""
|
| 505 |
8 |
|
|a ""Optimization ofTechnical Trading Strategy Using Split""""Search Genetic Algorithms""; ""Trading Mutual Funds with PieceMwise Constant Models""; ""Minimizing Downside Risk via Stochastic""; ""Dynamic Programming""; ""jn Optimal VinaryPredictor for an Investor""; ""in Futures Market""; ""jn Introduction to Risk Neutral Forecasting""; ""TemporalyDiyerence Learning and jpplications""; ""in Finance""; ""Heterogeneous Agents""; ""Technical Trading Creates a PrisonerCs DilemmaK""; ""Results from an Agent�Based Model""; ""Cycles of Market Stability and Instability Due to""
|
| 505 |
8 |
|
|a ""Endogenous Use of Technical Trading Rules""""Relative Performance of Incentive Mechanisms in""; ""Delegated InvestmentsK A Computational Study""; ""Credit Risk""; ""Rules Extractions from BanksP Bankrupt Data Using""; ""Connectionist and Symbolic Learning Algorithms""; ""Evaluating Bank Lending Policy and Consumer""; ""Credit Risk""; ""Loan Duration and Bank Lending Policy""; ""Option Pricing""; ""Estimation of Stochastic Volatility Models for the Purpose""; ""of Option Pricing""; ""Option Pricing via Genetic Programming""; ""Nonparametric Testing of ARCH for Option Pricing""
|
| 588 |
0 |
|
|a Print version record.
|
| 590 |
|
|
|a ProQuest Ebook Central
|b Ebook Central Academic Complete
|
| 650 |
|
0 |
|a Finance
|x Data processing
|v Congresses.
|
| 650 |
|
0 |
|a Finance
|x Mathematical models
|v Congresses.
|
| 700 |
1 |
|
|a Lo, Andrew W.
|
| 700 |
1 |
|
|a LeBaron, Blake.
|
| 758 |
|
|
|i has work:
|a Computational finance (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFypmg9QmvFQxxhjJdB8wd
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Weigend, Andreas S.
|t Computational Finance.
|d Cambridge : MIT Press, ©1999
|z 9780262511070
|
| 852 |
|
|
|b Ebooks
|h ProQuest
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/wit/detail.action?docID=3338459
|z Full text (Wentworth users only)
|t 0
|
| 938 |
|
|
|a ProQuest Ebook Central
|b EBLB
|n EBL3338459
|
| 947 |
|
|
|a FLO
|x pq-ebc-base
|
| 999 |
f |
f |
|s 31fbdfda-acd5-426b-bb12-d809bcbb9523
|i 99cb3f16-c5f3-40d0-81b0-6848a64ae16a
|t 0
|
| 952 |
f |
f |
|a Wentworth Institute of Technology
|b Main Campus
|c Wentworth Library
|d Ebooks
|t 0
|e ProQuest
|h Other scheme
|
| 856 |
4 |
0 |
|t 0
|u https://ebookcentral.proquest.com/lib/wit/detail.action?docID=3338459
|y Full text (Wentworth users only)
|
Wentworth
Institute of Technology