Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
| By: | Fahed Mostafa; Tharam Dillon; Elizabeth Chang |
| Publisher: | Springer Nature |
| Print ISBN: | 9783319516660 |
| eText ISBN: | 9783319516684 |
| Edition: | 0 |
| Copyright: | 2017 |
| Format: | Reflowable |
Lifetime - $154.80
eBook Features
Instant Access
Purchase and read your book immediately
Read Offline
Access your eTextbook anytime and anywhere
Study Tools
Built-in study tools like highlights and more
Read Aloud
Listen and follow along as Bookshelf reads to you
Details
Table of Contents
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.