Erschienen: 10.03.2017 Abbildung von Mostafa / Dillon / Chang | Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk | 1st ed. 2017 | 2017 | 697

Mostafa / Dillon / Chang

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

lieferbar (3-5 Tage)

128,39 €

inkl. Mwst.

1st ed. 2017 2017. Buch. x, 171 S. 23 s/w-Abbildungen, Bibliographien. Hardcover

Springer. ISBN 978-3-319-51666-0

Format (B x L): 15,5 x 23,5 cm

Gewicht: 4026 g

In englischer Sprache

Produktbeschreibung

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.

Autoren

  • Dieses Set enthält folgende Produkte:
      Auch in folgendem Set erhältlich:
      • nach oben

        Ihre Daten werden geladen ...