Inbunden, Engelska, 2017
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Av Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Del i serien Studies in Computational Intelligence
1405 kr
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Beskrivning
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.
Produktinformation
- Utgivningsdatum: 2017-03-10
- Mått: 155 x 235 x 16 mm
- Vikt: 395 g
- Format: Inbunden
- Språk: Engelska
- Serie: Studies in Computational Intelligence
- Antal sidor: 171
- Upplaga: 17001
- Förlag: Springer International Publishing AG
- ISBN: 9783319516660
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Recensioner i media
“The book describes how to deal with the different sorts of financial market risk. … The book can be used by advanced undergraduate students and graduate students in its entirety. It is also interesting for the specialists in financial market risk and is of considerable importance to practitioners in the field.” (Yuliya S. Mishura, zbMath 1410.91004, 2019)
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