Fahed Mostafa, Tharam Dillon, Elizabeth Chang

eBook, PDF

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (eBook, PDF)

Beschreibung

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.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 2.49MB

Barrierefreiheit

• Text-to-Speech

Produktdetails

• Verlag: Springer International Publishing
• Seitenzahl: 171
• Erscheinungstermin: 28. Februar 2017
• Englisch
• ISBN-13: 9783319516684
• Artikelnr.: 53034464

Rezensionen

"The book describes how to deal with the different sorts of financial market risk. ... The book can be used by advanced undergraduate students and graduate students in its entirety. It is also interesting for the specialists in financial market risk and is of considerable importance to practitioners in the field." (Yuliya S. Mishura, zbMath 1410.91004, 2019)