0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Macroeconomics

Buy Now

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Paperback, Softcover reprint of the original 1st ed. 2017) Loot Price: R3,466
Discovery Miles 34 660
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

 (sign in to rate)
Loot Price R3,466 Discovery Miles 34 660 | Repayment Terms: R325 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners