Catalog > Social Sciences > General > Elizabeth Chang & Tharam Dillon: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (ePUB)

Elizabeth Chang & Tharam Dillon
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk [EPUB ebook]

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Cover of Elizabeth Chang & Tharam Dillon: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (ePUB)

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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Language English ● Format EPUB ● ISBN 9783319516684 ● Publisher Springer International Publishing ● Published 2017 ● Downloadable 3 times ● Currency EUR ● ID 6275627 ● Copy protection Adobe DRM

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