bokomslag Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Data & IT

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Fahed Mostafa Tharam Dillon Elizabeth Chang

Inbunden

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  • 171 sidor
  • 2017
This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.
  • Författare: Fahed Mostafa, Tharam Dillon, Elizabeth Chang
  • Illustratör: Bibliographie
  • Format: Inbunden
  • ISBN: 9783319516660
  • Språk: Engelska
  • Antal sidor: 171
  • Utgivningsdatum: 2017-03-10
  • Förlag: Springer International Publishing AG