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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk on Hardback by Elizabeth Chang
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk on Hardback by Elizabeth Chang
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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 NZ
March 10th, 2017
Audience
  • Professional & Vocational
Edition
1st ed. 2017
Illustrations
23 Illustrations, black and white; X, 171 p. 23 illus.
Pages
171
Dimensions
155x235x13
ISBN-13
9783319516660
Product ID
26407665

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