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

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

Hardback (10 Mar 2017)

  • $179.31
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    Publisher's Synopsis

    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.
     

    Book information

    ISBN: 9783319516660
    Publisher: Springer International Publishing
    Imprint: Springer
    Pub date:
    DEWEY: 332.015195
    DEWEY edition: 23
    Language: English
    Number of pages: 171
    Weight: 4026g
    Height: 235mm
    Width: 155mm
    Spine width: 13mm

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