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

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Обложка 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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язык английский ● Формат EPUB ● ISBN 9783319516684 ● издатель Springer International Publishing ● опубликованный 2017 ● Загружаемые 3 раз ● валюта EUR ● Код товара 6275627 ● Защита от копирования Adobe DRM

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