Computational intelligence applications to option pricing, volatility forecasting and value at risk

The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modelin...

Full description

Saved in:
Bibliographic Details
Main Authors Mostafa, Fahed (Author), Dillon, Tharam S., 1943- (Author), Chang, Elizabeth (Author)
Format Electronic eBook
LanguageEnglish
Published Cham, Switzerland : Springer, 2017.
SeriesStudies in computational intelligence ; v. 697.
Subjects
Computational intelligence.
Risk > Computer simulation.
elektronické knihy
electronic books
Online AccessFull text
ISBN9783319516684
9783319516660
ISSN1860-949X ;
Physical Description1 online resource (x, 171 pages) : illustrations

Cover

More Information
Summary:The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models.
Bibliography:Includes bibliographical references.
ISBN:9783319516684
9783319516660
ISSN:1860-949X ;
Access:Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty
Physical Description:1 online resource (x, 171 pages) : illustrations

Similar Items