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

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

Autor: FAHED MOSTAFA
Limbă: engleză
Legare: Carte broșată
Disponibilitate: În depozitul extern
Expediem în 5-8 zile
718.66 lei
This book demonstrates the power of neural networks in learning complex behavior from the underlying...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2018
Pagini
171
EAN
9783319847139
ISBN
9783319847139
Enbook ID
19534762
Greutate
454
Dimensiuni
155 x 235 x 11

Descriere completă

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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