
Physica-Verlag
Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany
Product Code:
9783790811520
ISBN13:
9783790811520
Condition:
New
$118.37

Risk Measurement, Econometrics and Neural Networks: Selected Articles of the 6th Econometric-Workshop in Karlsruhe, Germany
$118.37
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.
Author: Georg Bol |
Publisher: Physica-Verlag |
Publication Date: Oct 20, 1998 |
Number of Pages: 306 pages |
Binding: Paperback or Softback |
ISBN-10: 3790811521 |
ISBN-13: 9783790811520 |