Computational Intelligence Applications To Option Pricing, Volatility Forecasting And Value At Rík

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
By: Fahed Mostafa; Tharam Dillon; Elizabeth Chang
Publisher:
Springer
Print ISBN: 9783319516660, 3319516663
eText ISBN: 9783319516684, 331951668X
Copyright year: 2017
Format: EPUB
Available from $ 139.00 USD
SKU: 9783319516684 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. SKU: 9783319516660
Ebooks here: https://ebookscoffee.sellpass.io/pr...cing-Volatility-Forecasting-and-Value-at-Risk