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

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk FAHED MOSTAFA
Libristo kod: 19534762
Nakladnici Springer International Publishing AG, svibanj 2018
This book demonstrates the power of neural networks in learning complex behavior from the underlying... Cijeli opis
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134.46 €
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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.

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Informacije o knjizi

Puni naziv Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Autor FAHED MOSTAFA
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2018
Broj stranica 171
EAN 9783319847139
ISBN 9783319847139
Libristo kod 19534762
Nakladnici Springer International Publishing AG
Težina 454
Dimenzije 155 x 235 x 11

Kategorija

Economics, Finance, Business & Management > Economics > Macroeconomics
Economics, Finance, Business & Management > Business & Management > Operational research
Computing & Information Technology > Computer science > Artificial intelligence
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