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

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

Autor: FAHED MOSTAFA
Jazyk: Angličtina
Vazba: Brožovaná
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
2 970
This book demonstrates the power of neural networks in learning complex behavior from the underlying...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2018
Stránek
171
EAN
9783319847139
ISBN
9783319847139
Enbook ID
19534762
Hmotnost
454
Rozměry
155 x 235 x 11

Kompletní popis

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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