Business & Economics Books:

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

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Description

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. 
Release date Australia
May 4th, 2018
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 2017
Illustrations
23 Illustrations, black and white; X, 171 p. 23 illus.
Pages
171
ISBN-13
9783319847139
Product ID
28330029

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