Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Tharam Dillon author Fahed Mostafa author Elizabeth Chang author
Format:Paperback
Publisher:Springer International Publishing AG
Published:4th May '18
Currently unavailable, and unfortunately no date known when it will be back
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.
“The book describes how to deal with the different sorts of financial market risk. … The book can be used by advanced undergraduate students and graduate students in its entirety. It is also interesting for the specialists in financial market risk and is of considerable importance to practitioners in the field.” (Yuliya S. Mishura, zbMath 1410.91004, 2019)
ISBN: 9783319847139
Dimensions: unknown
Weight: 454g
171 pages
Softcover reprint of the original 1st ed. 2017