Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Elizabeth Chang, Fahed Mostafa, Tharam Dillon
Springer International Publishing AG, 2018
145,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783319847139
- ISBN-10
- 3319847139
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-05-04
- Pages
- 171
- Dimensions
- 235x155x