Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Softcover reprint of the original 1st ed. 2017
Book Details
Format
Paperback / Softback
Book Series
Studies in Computational Intelligence
ISBN-10
3319847139
ISBN-13
9783319847139
Edition
Softcover reprint of the original 1st ed. 2017
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 4th, 2018
Print length
171 Pages
Ksh 19,800.00
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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.
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.
Get Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has pages.
