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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk - Elizabeth Chang - Bog

af Elizabeth Chang, Tharam Dillon, Fahed Mostafa

indgår i Studies in Computational Intelligence serien

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk af Elizabeth Chang
Bag om Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319847139
  • Indbinding:
  • Paperback
  • Sideantal:
  • 171
  • Udgivet:
  • 4. maj 2018
  • Udgave:
  • 12017
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 13. november 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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

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.

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