Decision Technologies for Computational Finance: Proceedings of the fifth International Conference Computational Finance
This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinar...
Gespeichert in:
| Weitere Verfasser: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
1998
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| Ausgabe: | 1st ed. 1998 |
| Schriftenreihe: | Advances in Computational Management Science
2 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting |
| Beschreibung: | 1 Online-Ressource (XI, 479 p) |
| ISBN: | 9781461556251 |
| DOI: | 10.1007/978-1-4615-5625-1 |
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| spelling | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance edited by Apostolos-Paul N. Refenes, Andrew N. Burgess, John E. Moody Proceedings of the Fifth International Conference Computational Finance 1st ed. 1998 New York, NY Springer US 1998 1 Online-Ressource (XI, 479 p) txt rdacontent c rdamedia cr rdacarrier Advances in Computational Management Science 2 This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting Finance, general Economic Theory/Quantitative Economics/Mathematical Methods Econometrics Finance Economic theory Financial Engineering (DE-588)4208404-0 gnd rswk-swf Entscheidungsunterstützungssystem (DE-588)4191815-0 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1997 London gnd-content Financial Engineering (DE-588)4208404-0 s Entscheidungsunterstützungssystem (DE-588)4191815-0 s DE-604 Refenes, Apostolos-Paul N. edt Burgess, Andrew N. edt Moody, John E. edt Erscheint auch als Druck-Ausgabe 9780792383093 Erscheint auch als Druck-Ausgabe 9780792383086 Erscheint auch als Druck-Ausgabe 9781461556268 Advances in Computational Management Science 2 (DE-604)BV035421270 2 https://doi.org/10.1007/978-1-4615-5625-1 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance Advances in Computational Management Science Finance, general Economic Theory/Quantitative Economics/Mathematical Methods Econometrics Finance Economic theory Financial Engineering (DE-588)4208404-0 gnd Entscheidungsunterstützungssystem (DE-588)4191815-0 gnd |
| subject_GND | (DE-588)4208404-0 (DE-588)4191815-0 (DE-588)1071861417 |
| title | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance |
| title_alt | Proceedings of the Fifth International Conference Computational Finance |
| title_auth | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance |
| title_exact_search | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance |
| title_exact_search_txtP | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance |
| title_full | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance edited by Apostolos-Paul N. Refenes, Andrew N. Burgess, John E. Moody |
| title_fullStr | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance edited by Apostolos-Paul N. Refenes, Andrew N. Burgess, John E. Moody |
| title_full_unstemmed | Decision Technologies for Computational Finance Proceedings of the fifth International Conference Computational Finance edited by Apostolos-Paul N. Refenes, Andrew N. Burgess, John E. Moody |
| title_short | Decision Technologies for Computational Finance |
| title_sort | decision technologies for computational finance proceedings of the fifth international conference computational finance |
| title_sub | Proceedings of the fifth International Conference Computational Finance |
| topic | Finance, general Economic Theory/Quantitative Economics/Mathematical Methods Econometrics Finance Economic theory Financial Engineering (DE-588)4208404-0 gnd Entscheidungsunterstützungssystem (DE-588)4191815-0 gnd |
| topic_facet | Finance, general Economic Theory/Quantitative Economics/Mathematical Methods Econometrics Finance Economic theory Financial Engineering Entscheidungsunterstützungssystem Konferenzschrift 1997 London |
| url | https://doi.org/10.1007/978-1-4615-5625-1 |
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