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Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk 1st Edition Fahed Mostafa

  • SKU: BELL-5839620
Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk 1st Edition Fahed Mostafa
$ 31.00 $ 45.00 (-31%)

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Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk 1st Edition Fahed Mostafa instant download after payment.

Publisher: Springer International Publishing
File Extension: PDF
File size: 2.45 MB
Pages: 177
Author: Fahed Mostafa, Tharam Dillon, Elizabeth Chang (auth.)
ISBN: 9783319516660, 9783319516684, 3319516663, 331951668X
Language: English
Year: 2017
Edition: 1

Product desciption

Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk 1st Edition Fahed Mostafa by Fahed Mostafa, Tharam Dillon, Elizabeth Chang (auth.) 9783319516660, 9783319516684, 3319516663, 331951668X instant download after payment.

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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