Computational Finance 1999
Computational finance, an
exciting new cross-disciplinary research area, draws extensively on the tools and
techniques of computer science, statistics, information systems, and financial economics.
This book covers the techniques of data mining, knowledge discovery, genetic algorithms,
neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These
methods are applied to a wide range of problems in finance, including risk management,
asset allocation, style analysis, dynamic trading and hedging, forecasting, and option
pricing. The book is based on the sixth annual international conference Computational
Finance 1999, held at New York University's Stern School of Business.
650 pages