Select an Action
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Title:
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Author:
Mostafa, Fahed. author.
ISBN:
9783319516684
Personal Author:
Physical Description:
X, 171 p. 23 illus. online resource.
Series:
Studies in Computational Intelligence, 697
Contents:
CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion.
Abstract:
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. .
Added Corporate Author:
Electronic Access:
http://dx.doi.org/10.1007/978-3-319-51668-4Available:*
Shelf Number | Item Barcode | Shelf Location | Status |
|---|---|---|---|
| Q342 | 480996-1001 | SPRINGER | Searching... |
On Order
Select a list
Make this your default list.
The following items were successfully added.
There was an error while adding the following items. Please try again.
:
Select An Item
Data usage warning: You will receive one text message for each title you selected.
Standard text messaging rates apply.