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  5. Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

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

av Elizabeth Chang, Tharam Dillon, Fahed Mostafa

del av Studies in Computational Intelligence-serien

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk av Elizabeth Chang
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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  • Språk:
  • Engelska
  • ISBN:
  • 9783319847139
  • Format:
  • Häftad
  • Sidor:
  • 171
  • Utgiven:
  • 4. maj 2018
  • Utgåva:
  • 12017
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 454 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Om Elizabeth Chang

Se alla böcker av Elizabeth Chang

Beskrivning av 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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