Sinossi
A new element of risk, the liquidity risk, has flourished along this time taking importance and playing a key role in risk management tools. This has attracted the attention of the scientific community and financial experts. Therefore, this book provides a theoretical introduction and a state of the art of the key elements needed to understand the complexity of the dealt issue. Mainly it gives a study over liquidy risk and its application in market risk (being included in VaR measure). It also explores a relatively new alternative approach to model the liquidity risk using artificial neural networks, which has been oriented in focused delay and recurrent neural networks due to their capability to work with time series. That analysis should help shed some light on this new environment and should be useful to professionals in finance.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
L'autore
Master in Financial Markets (IDEC-Universitat Pompeu Fabra). Master in Artificial Intelligence (Universitat Politècnica de Catalunya). Computer Science Degree (Universitat de Barcelona).
Product Description
Book by PETCHAM SALA JORDI
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Liquidity Risk Modeling using Artificial Neural Networks
Editore:
LAP LAMBERT Academic Publishing Apr 2011, 2011
ISBN 10: 3844324976
ISBN 13: 9783844324976
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A new element of risk, the liquidity risk, has flourished along this time taking importance and playing a key role in risk management tools. This has attracted the attention of the scientific community and financial experts. Therefore, this book provides a theoretical introduction and a state of the art of the key elements needed to understand the complexity of the dealt issue. Mainly it gives a study over liquidy risk and its application in market risk (being included in VaR measure). It also explores a relatively new alternative approach to model the liquidity risk using artificial neural networks, which has been oriented in focused delay and recurrent neural networks due to their capability to work with time series. That analysis should help shed some light on this new environment and should be useful to professionals in finance. 116 pp. Englisch. Codice articolo 9783844324976
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Liquidity Risk Modeling using Artificial Neural Networks
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Liquidity Risk Modeling using Artificial Neural Networks
Editore:
LAP LAMBERT Academic Publishing Apr 2011, 2011
ISBN 10: 3844324976
ISBN 13: 9783844324976
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A new element of risk, the liquidity risk, has flourished along this time taking importance and playing a key role in risk management tools. This has attracted the attention of the scientific community and financial experts. Therefore, this book provides a theoretical introduction and a state of the art of the key elements needed to understand the complexity of the dealt issue. Mainly it gives a study over liquidy risk and its application in market risk (being included in VaR measure). It also explores a relatively new alternative approach to model the liquidity risk using artificial neural networks, which has been oriented in focused delay and recurrent neural networks due to their capability to work with time series. That analysis should help shed some light on this new environment and should be useful to professionals in finance.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 116 pp. Englisch. Codice articolo 9783844324976
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Liquidity Risk Modeling using Artificial Neural Networks : Basics, Concepts, Methods
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LAP LAMBERT Academic Publishing, 2011
ISBN 10: 3844324976
ISBN 13: 9783844324976
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - A new element of risk, the liquidity risk, has flourished along this time taking importance and playing a key role in risk management tools. This has attracted the attention of the scientific community and financial experts. Therefore, this book provides a theoretical introduction and a state of the art of the key elements needed to understand the complexity of the dealt issue. Mainly it gives a study over liquidy risk and its application in market risk (being included in VaR measure). It also explores a relatively new alternative approach to model the liquidity risk using artificial neural networks, which has been oriented in focused delay and recurrent neural networks due to their capability to work with time series. That analysis should help shed some light on this new environment and should be useful to professionals in finance. Codice articolo 9783844324976
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Liquidity Risk Modeling using Artificial Neural Networks | Basics, Concepts, Methods
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ISBN 13: 9783844324976
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Taschenbuch. Condizione: Neu. Liquidity Risk Modeling using Artificial Neural Networks | Basics, Concepts, Methods | Jordi Petchamé Sala | Taschenbuch | 116 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783844324976 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Codice articolo 107021626
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