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

Hoofdkenmerken

Auteur:	Mostafa, Fahed; Dillon
Titel:	Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Uitgever:	Springer International
ISBN:	9783319516660
ISBN boekversie:	9783319516684
Serie:	Studies in Computational
Editie:	1st ed. 2017
Land van oorsprong:	Switzerland
Prijs:	€ 146.40
Verschijningsdatum:	10-03-2017
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Leesniveau:	Professional & Vocational
Categorie:	Artificial intelligence
Geillustreerd:	23 Illustrations, black and white; X, 171 p. 23 illus.

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	171
Hoogte mm.:	235
Breedte mm.:	155
Gewicht gr.:	4026

Inhoud:

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.