Computational Intelligence Applications to Option Pricing, Volatility Forecasting and... (Bog, Paperback / softback, Engelsk)

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

(Bog, Paperback / softback, Engelsk)
Forfattere: Fahed Mostafa, Tharam Dillon, Elizabeth Chang

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Beskrivelse

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.

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Alle detaljer

Forlag Springer International Publishing AG
Forfattere Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave Softcover reprint of the original 1st ed. 2017
Udgivelsesdato 04-05-2018
Første udgivelsesår 2018
Serie Studies in Computational Intelligence
Illustrationer 23 Illustrations, black and white
Originalsprog Switzerland
Sideantal 171
Indbinding Paperback / softback
Forlag Springer International Publishing AG
Sideoplysninger 171 pages, 23 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9783319847139