
Başlık:
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Yazar:
Mostafa, Fahed. author.
ISBN:
9783319516684
Basım Bilgisi:
1st ed. 2017.
Fiziksel Tanımlama:
X, 171 p. 23 illus. online resource.
Seri:
Studies in Computational Intelligence, 697
Özet:
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. .
Tüzel Kişi Ek Girişi:
Elektronik Erişim:
https://doi.org/10.1007/978-3-319-51668-4Kopya:
Rafta:*
Kütüphane | Materyal Türü | Demirbaş Numarası | Yer Numarası | Durumu/İade Tarihi | Materyal Ayırtma |
|---|---|---|---|---|---|
Arıyor... | E-Kitap | 618320-1001 | ONLINE | Arıyor... | Arıyor... |
