Liquidity Risk Modeling Using Artificial Neural Networks: Basics, Concepts, Methods - Jordi Petchamé Sala - 書籍 - LAP LAMBERT Academic Publishing - 9783844324976 - 2011年4月13日
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Liquidity Risk Modeling Using Artificial Neural Networks: Basics, Concepts, Methods


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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.

メディア 書籍     Paperback Book   (ソフトカバーで背表紙を接着した本)
リリース済み 2011年4月13日
ISBN13 9783844324976
出版社 LAP LAMBERT Academic Publishing
ページ数 116
寸法 150 × 7 × 226 mm   ·   191 g
言語 ドイツ語