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

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

byFahed Mostafa, Tharam Dillon, Elizabeth Chang

Kobo ebook | February 28, 2017

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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.

 

Title:Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at RiskFormat:Kobo ebookPublished:February 28, 2017Publisher:Springer International PublishingLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:331951668X

ISBN - 13:9783319516684

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