/

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

Mostafa, Fahed Dillon, Tharam Chang Elizabeth
Innbundet / 2017 / Engelsk

Produktdetaljer

ISBN
9783319516660
Publisert
2017-03-10
Utgiver
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
10

Forfatter
Mostafa, Fahed
Dillon, Tharam
Chang Elizabeth

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

Mostafa, Fahed Dillon, Tharam Chang Elizabeth
Innbundet / 2017 / Engelsk
Mostafa, Fahed Dillon, Tharam Chang Elizabeth
Innbundet / 2017 / Engelsk
1.863,-
Laveste pris siste 30 dager: 1.863,-
Levering 10-30 dager
Klikk og hent
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.
Les mer

The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. 

Les mer
Presents an in-depth analysis of neural-network research in financial time series Addresses various issues concerning neural network modeling in market risk Explains and demonstrates how neural networks can overcome shortcomings in statistical time series modeling Includes supplementary material: sn.pub/extras
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Relaterte produkter

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.
Les mer

The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. 

Les mer
Presents an in-depth analysis of neural-network research in financial time series Addresses various issues concerning neural network modeling in market risk Explains and demonstrates how neural networks can overcome shortcomings in statistical time series modeling Includes supplementary material: sn.pub/extras
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Produktdetaljer

ISBN
9783319516660
Publisert
2017-03-10
Utgiver
Springer International Publishing AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
10

Forfatter
Mostafa, Fahed
Dillon, Tharam
Chang Elizabeth

Relaterte produkter