
Title:
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Author:
Mostafa, Fahed. author.
ISBN:
9783319516684
Edition:
1st ed. 2017.
Physical Description:
X, 171 p. 23 illus. online resource.
Series:
Studies in Computational Intelligence, 697
Abstract:
The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. .
Added Corporate Author:
Electronic Access:
https://doi.org/10.1007/978-3-319-51668-4Copies:
Available:*
Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
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Searching... | E-Book | 618320-1001 | ONLINE | Searching... | Searching... |
