Billede af bogens forside - Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

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

af Elizabeth Chang, m.fl.

Bog, Paperback, Engelsk, 2018

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.

Priser fra 4 boghandlere

Bogdetaljer

  • SprogEngelsk
  • IndbindingPaperback
  • ISBN9783319847139
  • Udgivet4/05/2018
  • Udgivet afSpringer International Publishing AG
  • Længde171 sider
  • ForfattereElizabeth Chang, Tharam Dillon, Fahed Mostafa
  • GenreBusiness og læring, Økonomi og finans