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

Häftad, Engelska, 2018

Av Fahed Mostafa, Tharam Dillon, Elizabeth Chang

1 889 kr

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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.

Produktinformation

  • Utgivningsdatum2018-05-04
  • Mått155 x 235 x 11 mm
  • Vikt289 g
  • FormatHäftad
  • SpråkEngelska
  • SerieStudies in Computational Intelligence
  • Antal sidor171
  • FörlagSpringer International Publishing AG
  • ISBN9783319847139

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