Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk Hardback
by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Part of the Studies in Computational Intelligence series
Hardback
Description
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.
Information
-
Item not Available
- Format:Hardback
- Pages:171 pages, 23 Illustrations, black and white; X, 171 p. 23 illus.
- Publisher:Springer International Publishing AG
- Publication Date:10/03/2017
- Category:
- ISBN:9783319516660
Other Formats
- Paperback / softback from £109.99
Information
-
Item not Available
- Format:Hardback
- Pages:171 pages, 23 Illustrations, black and white; X, 171 p. 23 illus.
- Publisher:Springer International Publishing AG
- Publication Date:10/03/2017
- Category:
- ISBN:9783319516660
