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

Mostafa, Fahed

Softcover reprint of the original 1st Edition 2017

Paperback (04 May 2018)

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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:	9783319847139
Publisher:	Springer International Publishing
Imprint:	Springer
Pub date:	04 May 2018
Edition:	Softcover reprint of the original 1st Edition 2017
Language:	English
Number of pages:	171
Weight:	454g
Height:	235mm
Width:	155mm
Spine width:	10mm