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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Paperback, Softcover reprint of the original 1st ed. 2017) Loot Price: R3,268
Discovery Miles 32 680
Repayment Terms: R306 pm x 12*
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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Paperback, Softcover...

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Paperback, Softcover reprint of the original 1st ed. 2017)

Fahed Mostafa, Tharam Dillon, Elizabeth Chang

Series: Studies in Computational Intelligence, 697

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Loot Price R3,268 Discovery Miles 32 680 | Repayment Terms: R306 pm x 12*

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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.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Studies in Computational Intelligence, 697
Release date: May 2018
First published: 2017
Authors: Fahed Mostafa • Tharam Dillon • Elizabeth Chang
Dimensions: 235 x 155 x 10mm (L x W x T)
Format: Paperback
Pages: 171
Edition: Softcover reprint of the original 1st ed. 2017
ISBN-13: 978-3-319-84713-9
Categories: Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Computing & IT > Applications of computing > Artificial intelligence > General
LSN: 3-319-84713-9
Barcode: 9783319847139

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