Decision Technologies for Computational Finance | Proceedings of the fifth International Conference Computational Finance

Apostolos-Paul N. Refenes (u. a.)

ISBN 10: 0792383087 / ISBN 13: 9780792383086

Published by Springer US, 1998

About this Item

Decision Technologies for Computational Finance | Proceedings of the fifth International Conference Computational Finance | Apostolos-Paul N. Refenes (u. a.) | Buch | xi | Englisch | 1998 | Springer US | EAN 9780792383086 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.

Seller Inventory # 102549221

Bibliographic Details

• Title: Decision Technologies for Computational Finance | Proceedings of the fifth International Conference Computational Finance
• Publisher: Springer US
• Publication Date: 1998
• Language: English
• ISBN 10: 0792383087
• ISBN 13: 9780792383086
• Binding: Buch
• Condition: Neu
• Dimensions: 241W x 160H x 32D millimeters 241 millimeters width by 160 millimeters height by 32 millimeters depth
• Weight: 904 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

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.