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

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

Автор: FAHED MOSTAFA
Език: Английски език
Корици: С меки корици
Наличност: Външен склад
Изпращаме след 5-8 дни
136.50 266.97 лв
This book demonstrates the power of neural networks in learning complex behavior from the underlying...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2018
страници
171
EAN
9783319847139
ISBN
9783319847139
Enbook ID
19534762
Теглоt
454
Размери
155 x 235 x 11

Пълно описание

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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