Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Elizabeth Chang, Tharam Dillon, Fahed Mostafa
E-bok
20171 798 kr
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Häftad, Engelska, 2018
Del i serien Studies in Computational Intelligence
1 479 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.
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