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

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Hardcover) (ISBN-13: 9783319516660)

Vendor: Fahed Mostafa
Product type: Books
Format: Hardcover
$129.99
$129.99
$129.99
Subtotal: $129.99
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by Mostafa, Fahed

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

$129.99
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by Mostafa, Fahed

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

$129.99
Format: Hardcover
Description
Description
x
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.


Author: Fahed Mostafa, Tharam Dillon, Elizabeth Chang
ISBN-10: 3319516663
ISBN-13: 9783319516660
Publisher: Springer
Language: English
Published: 03/10/2017
Pages: 171
Format: Hardcover
Weight: 0.96lbs
Size: 9.21h x 6.14w x 0.50d

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