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Více informací o knize Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Society & social sciences Society & culture: general Social issues & processes

• Plný název: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
• Autor: Fahed Mostafa, Tharam Dillon, Elizabeth Chang
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 171
• EAN: 9783319516660
• ISBN: 3319516663
• ID: 15496742
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 4026 g
• Rozměry: 235 × 155 × 17 mm
• Datum vydání: 10. March 2017

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