Click Here to Download: https://ouo.io/LP56eb 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.
