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

Häftad, Engelska, 2018

AvFahed Mostafa,Tharam Dillon,Elizabeth Chang

1 839 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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