skip to content
A nonparametric approach to pricing and hedging derivative securities via learning networks Preview this item
ClosePreview this item
Checking...

A nonparametric approach to pricing and hedging derivative securities via learning networks

Author: James M Hutchinson; Andrew W Lo; Tomaso Poggio; National Bureau of Economic Research.
Publisher: Cambridge, MA : National Bureau of Economic Research, [1994]
Series: Working paper series (National Bureau of Economic Research), working paper no. 4718.
Edition/Format:   Print book : National government publication : EnglishView all editions and formats
Database:WorldCat
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Government publication, National government publication
Document Type: Book
All Authors / Contributors: James M Hutchinson; Andrew W Lo; Tomaso Poggio; National Bureau of Economic Research.
OCLC Number: 30563561
Notes: Research supported by an ARPA AASERT grant administered under the Office of Naval Research contract N00014-92-J-1879. Additional support by the Office of Naval Research contract N00014-93-1-0385 and the National Science Foundation contract ASC-9217041.
"April 1994."
Description: 49 pages : illustrations ; 22 cm.
Series Title: Working paper series (National Bureau of Economic Research), working paper no. 4718.
Responsibility: James M. Hutchinson, Andrew W. Lo, Tomaso Poggio.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/30563561> # A nonparametric approach to pricing and hedging derivative securities via learning networks
    a schema:CreativeWork, schema:Book ;
    library:oclcnum "30563561" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/7341533#Place/cambridge_ma> ; # Cambridge, MA
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/mau> ;
    schema:about <http://id.loc.gov/authorities/subjects/sh85048260> ; # Finance--Mathematical models
    schema:about <http://id.worldcat.org/fast/1046897> ; # Options (Finance)--Econometric models
    schema:about <http://id.worldcat.org/fast/924398> ; # Finance--Mathematical models
    schema:about <http://id.worldcat.org/fast/891022> ; # Derivative securities--Econometric models
    schema:about <http://experiment.worldcat.org/entity/work/data/7341533#Topic/derivative_securities_econometric_models> ; # Derivative securities--Econometric models
    schema:about <http://experiment.worldcat.org/entity/work/data/7341533#Topic/futures_econometric_models> ; # Futures--Econometric models
    schema:about <http://experiment.worldcat.org/entity/work/data/7341533#Topic/options_finance_econometric_models> ; # Options (Finance)--Econometric models
    schema:about <http://id.worldcat.org/fast/936757> ; # Futures--Econometric models
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/61685285> ; # Andrew Wen-Chuan Lo
    schema:contributor <http://viaf.org/viaf/127108210> ; # National Bureau of Economic Research.
    schema:contributor <http://viaf.org/viaf/290721184> ; # Tomaso Poggio
    schema:creator <http://experiment.worldcat.org/entity/work/data/7341533#Person/hutchinson_james_m> ; # James M. Hutchinson
    schema:datePublished "1994" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/7341533> ;
    schema:genre "Government publication"@en ;
    schema:genre "National government publication"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/7341533#Series/working_paper_series_national_bureau_of_economic_research> ; # Working paper series (National Bureau of Economic Research) ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/7341533#Series/nber_working_paper_series> ; # NBER working paper series ;
    schema:name "A nonparametric approach to pricing and hedging derivative securities via learning networks"@en ;
    schema:productID "30563561" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/30563561#PublicationEvent/cambridge_ma_national_bureau_of_economic_research_1994> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/7341533#Agent/national_bureau_of_economic_research> ; # National Bureau of Economic Research
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GB9445770> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/30563561> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/7341533#Agent/national_bureau_of_economic_research> # National Bureau of Economic Research
    a bgn:Agent ;
    schema:name "National Bureau of Economic Research" ;
    .

<http://experiment.worldcat.org/entity/work/data/7341533#Person/hutchinson_james_m> # James M. Hutchinson
    a schema:Person ;
    schema:familyName "Hutchinson" ;
    schema:givenName "James M." ;
    schema:name "James M. Hutchinson" ;
    .

<http://experiment.worldcat.org/entity/work/data/7341533#Place/cambridge_ma> # Cambridge, MA
    a schema:Place ;
    schema:name "Cambridge, MA" ;
    .

<http://experiment.worldcat.org/entity/work/data/7341533#Series/nber_working_paper_series> # NBER working paper series ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/30563561> ; # A nonparametric approach to pricing and hedging derivative securities via learning networks
    schema:name "NBER working paper series ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/7341533#Series/working_paper_series_national_bureau_of_economic_research> # Working paper series (National Bureau of Economic Research) ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/30563561> ; # A nonparametric approach to pricing and hedging derivative securities via learning networks
    schema:name "Working paper series (National Bureau of Economic Research) ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/7341533#Topic/derivative_securities_econometric_models> # Derivative securities--Econometric models
    a schema:Intangible ;
    schema:hasPart <http://id.loc.gov/authorities/subjects/sh93005704> ;
    schema:name "Derivative securities--Econometric models"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/7341533#Topic/options_finance_econometric_models> # Options (Finance)--Econometric models
    a schema:Intangible ;
    schema:hasPart <http://id.loc.gov/authorities/subjects/sh85109239> ;
    schema:name "Options (Finance)--Econometric models"@en ;
    .

<http://id.loc.gov/authorities/subjects/sh85048260> # Finance--Mathematical models
    a schema:Intangible ;
    schema:name "Finance--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/1046897> # Options (Finance)--Econometric models
    a schema:Intangible ;
    schema:name "Options (Finance)--Econometric models"@en ;
    .

<http://id.worldcat.org/fast/891022> # Derivative securities--Econometric models
    a schema:Intangible ;
    schema:name "Derivative securities--Econometric models"@en ;
    .

<http://id.worldcat.org/fast/924398> # Finance--Mathematical models
    a schema:Intangible ;
    schema:name "Finance--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/936757> # Futures--Econometric models
    a schema:Intangible ;
    schema:name "Futures--Econometric models"@en ;
    .

<http://viaf.org/viaf/127108210> # National Bureau of Economic Research.
    a schema:Organization ;
    schema:name "National Bureau of Economic Research." ;
    .

<http://viaf.org/viaf/290721184> # Tomaso Poggio
    a schema:Person ;
    schema:familyName "Poggio" ;
    schema:givenName "Tomaso" ;
    schema:name "Tomaso Poggio" ;
    .

<http://viaf.org/viaf/61685285> # Andrew Wen-Chuan Lo
    a schema:Person ;
    schema:familyName "Lo" ;
    schema:givenName "Andrew Wen-Chuan" ;
    schema:givenName "Andrew W." ;
    schema:name "Andrew Wen-Chuan Lo" ;
    .

<http://www.worldcat.org/title/-/oclc/30563561>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/30563561> ; # A nonparametric approach to pricing and hedging derivative securities via learning networks
    schema:dateModified "2015-03-06" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.