Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
tarafından
 
Mostafa, Fahed. author.

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

Yazar
Mostafa, Fahed. author.

ISBN
9783319516684

Yazar
Mostafa, Fahed. author.

Edisyon
1st ed. 2017.

Fiziksel Niteleme
X, 171 p. 23 illus. online resource.

Seri
Studies in Computational Intelligence, 697

İçindekiler
CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion.

Özet
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. .

Konu Başlığı
Engineering.
 
Artificial intelligence.
 
Macroeconomics.
 
Operations research.
 
Computational Intelligence. http://scigraph.springernature.com/things/product-market-codes/T11014
 
Artificial Intelligence. http://scigraph.springernature.com/things/product-market-codes/I21000
 
Macroeconomics/Monetary Economics//Financial Economics. http://scigraph.springernature.com/things/product-market-codes/W32000
 
Operations Research/Decision Theory. http://scigraph.springernature.com/things/product-market-codes/521000

Yazar Ek Girişi
Dillon, Tharam.
 
Chang, Elizabeth.

Ek Kurum Yazar
SpringerLink (Online service)

Elektronik Erişim
https://doi.org/10.1007/978-3-319-51668-4


Materyal TürüBarkodYer NumarasıDurumu/İade Tarihi
Electronic Book223631-1001Q342Springer E-Book Collection