Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
Computational Finance 1999
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Contenido :
Importance sampling and stratification for value-at-risk
Confidence intervals and hypothesis testing for the Sharpe and Treynor performance measures : a bootstrap approach
Conditional value at risk
Advances in importance sampling
Arbitrage and the APT : a note
Bayesian network models of portfolio risk and return
Change of measure in monte carlo integration via gibbs sampling with and application to stochastic volatiliy models
Comparing models of intra-day seasonal volatility in the foreign exchange market
A symbolic dynamics approach to volatility prediction
Does volatililty timing matter?
Goodness of fit, stability and data mining
A bayesian approach to estimating mutual fund returns
Independent component ordering in ICA analysis of financial data
Curved gaussian models with application to modeling foreign exchange rates
Nonparametric efficiency testing of Asian foreign exchange markets
Term structure of interactions of foreign exchange rates
Exchange rates and fundamentals : evidence from out-of-sample forecasting using neural networks
Trading models as specification tools
Statistical arbitrage models of the FTSE 100
Implementing trading strategies for forecasting models
Using nonlinear neurogenetic models with profit related objective functions to trade the US T-bound future
Parameter tuning in trading algorithmes using ASTA
Hedge funds styles
Optimization of technical trading strategy using split search genetic algorithms
Trading mutual funds with piece-wise constant models
Minimizing downside risk via stochastic dynamic programming
An optimal binary predictor for an investor in a futures market
An introduction to risk neutral forecasting
Temporal-difference learning and application in finance
Technical trading creates a prisoner's dilemma : results from an agent-based model
Cycles of market stability and instability due to endogenous use of technical trading rules
Relative performance of incentive mechanisms in delegated investments : a computational study
Rules extractions from banks' bankrupt data using connectionist and symbolic learning algorithmes
Evaluating bank lending policy and consumer credit risk
Loan duration and bank lending policy
Estimation of stochastic volatility models for the purpose of option pricing
Option pricing via genetic programming
Nonparametric testing of ARCH for option pricing
A computational framework for contingent claim pricing and hedging under time dependent asset processes
A framework for comparative analysis of statistical and machine learning methods : an application to the black-scholes option pricing equation
Option pricing with the efficient method of moments
Option valuation with the genetic programming approach
Importance sampling and stratification for value-at-risk
Confidence intervals and hypothesis testing for the Sharpe and Treynor performance measures : a bootstrap approach
Conditional value at risk
Advances in importance sampling
Arbitrage and the APT : a note
Bayesian network models of portfolio risk and return
Change of measure in monte carlo integration via gibbs sampling with and application to stochastic volatiliy models
Comparing models of intra-day seasonal volatility in the foreign exchange market
A symbolic dynamics approach to volatility prediction
Does volatililty timing matter?
Goodness of fit, stability and data mining
A bayesian approach to estimating mutual fund returns
Independent component ordering in ICA analysis of financial data
Curved gaussian models with application to modeling foreign exchange rates
Nonparametric efficiency testing of Asian foreign exchange markets
Term structure of interactions of foreign exchange rates
Exchange rates and fundamentals : evidence from out-of-sample forecasting using neural networks
Trading models as specification tools
Statistical arbitrage models of the FTSE 100
Implementing trading strategies for forecasting models
Using nonlinear neurogenetic models with profit related objective functions to trade the US T-bound future
Parameter tuning in trading algorithmes using ASTA
Hedge funds styles
Optimization of technical trading strategy using split search genetic algorithms
Trading mutual funds with piece-wise constant models
Minimizing downside risk via stochastic dynamic programming
An optimal binary predictor for an investor in a futures market
An introduction to risk neutral forecasting
Temporal-difference learning and application in finance
Technical trading creates a prisoner's dilemma : results from an agent-based model
Cycles of market stability and instability due to endogenous use of technical trading rules
Relative performance of incentive mechanisms in delegated investments : a computational study
Rules extractions from banks' bankrupt data using connectionist and symbolic learning algorithmes
Evaluating bank lending policy and consumer credit risk
Loan duration and bank lending policy
Estimation of stochastic volatility models for the purpose of option pricing
Option pricing via genetic programming
Nonparametric testing of ARCH for option pricing
A computational framework for contingent claim pricing and hedging under time dependent asset processes
A framework for comparative analysis of statistical and machine learning methods : an application to the black-scholes option pricing equation
Option pricing with the efficient method of moments
Option valuation with the genetic programming approach
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 35520 | 332.0285 ABUc | Libro | Biblioteca Especializada | Colección general | Disponible |
