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

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

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Published: 10 March, 2017
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Description

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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More Details

Type Book
ISBN13 9783319516660
ISBN10 3319516663
Number Of Pages 171
Item Weight 1000 g
Publisher / Reseller Springer International Publishing AG
Format hardback
Edition 1st ed. 2017
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Media Reviews

“The book describes how to deal with the different sorts of financial market risk. … The book can be used by advanced undergraduate students and graduate students in its entirety. It is also interesting for the specialists in financial market risk and is of considerable importance to practitioners in the field.” (Yuliya S. Mishura, zbMath 1410.91004, 2019)

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