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

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.
  • 9. december 2024
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  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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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