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Books > Business & Economics > Business & management > Management & management techniques > Operational research

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Hardcover, 1st ed. 2017) Loot Price: R4,085

Discovery Miles 40 850

Repayment Terms: R383 pm x 12*

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Hardcover, 1st ed. 2017):...

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Hardcover, 1st ed. 2017)

Fahed Mostafa, Tharam Dillon, Elizabeth Chang

Series: Studies in Computational Intelligence, 697

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Loot Price R4,085 Discovery Miles 40 850 | Repayment Terms: R383 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:	March 2017
First published:	2017
Authors:	Fahed Mostafa • Tharam Dillon • Elizabeth Chang
Dimensions:	235 x 155 x 13mm (L x W x T)
Format:	Hardcover
Pages:	171
Edition:	1st ed. 2017
ISBN-13:	978-3-319-51666-0
Categories:	Books > Computing & IT > Applications of computing > Computer modelling & simulation Books > Social sciences > Sociology, social studies > Social research & statistics > Social forecasting, futurology Books > Business & Economics > Business & management > Management & management techniques > Operational research Books > Computing & IT > Applications of computing > Artificial intelligence > General Promotions
LSN:	3-319-51666-3
Barcode:	9783319516660