Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
  Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Titolo Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
AutoreMostafa Fahed; Chang Elizabeth; Dillon Tharam
Prezzo€ 112,31
EditoreSpringer
LinguaTesto in
FormatoAdobe DRM

Descrizione
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.