Liquidity Risk Modeling using Artificial Neural Networks: Basics, Concepts, Methods - Softcover

PETCHAMÉ SALA, JORDI

 
9783844324976: Liquidity Risk Modeling using Artificial Neural Networks: Basics, Concepts, Methods
Softcover
ISBN 10: 3844324976 ISBN 13: 9783844324976
Verlag: LAP LAMBERT Academic Publishing, 2011

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Master in Financial Markets (IDEC-Universitat Pompeu Fabra). Master in Artificial Intelligence (Universitat Politècnica de Catalunya). Computer Science Degree (Universitat de Barcelona).

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3844324976
ISBN 13 
9783844324976
Einband
Taschenbuch
Anzahl der Seiten
116
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Presses Academiques Francophones
customerservice@vdm-vsg.de

Brivibas gatve 197
Riga
1039
Lettland