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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Language
English
English
Book
Paperback
This book demonstrates the power of neural networks in learning complex behavior from the underlying...
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Libristo code: 19534762
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341 b
341 b
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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. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.
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About the book
Full name
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Author
FAHED MOSTAFA
Language
English
English
Binding
Book - Paperback
Date of issue
2018
Number of pages
171
EAN
9783319847139
ISBN
9783319847139
Libristo code
19534762
Publishers
Springer International Publishing AG
Weight
454
Dimensions
155 x 235 x 11
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