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

PETCHAMÉ SALA, JORDI

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

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Biographie de l'auteur

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
3844324976
ISBN 13 
9783844324976
Reliure
Broché
Nombre de pages
116
Coordonnées du fabricant
non disponible
Personne responsable
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