Name: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Price: 2228.00 ZAR
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Author: Mostafa, Fahed ; Dillon, Tharam ; Chang, Elizabeth
ISBN: 9783319847139

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

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

Type

Physical Book

Author

Publisher

Language

English

Pages

171

Format

Paperback

Dimensions

23.4 x 15.6 x 1.0 cm

Weight

0.27 kg.

ISBN13

9783319847139

Synopsis "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. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk - Mostafa, Fahed ; Dillon, Tharam ; Chang, Elizabeth

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

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