Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk - Fahed Mostafa, Tharam Dillon, Elizabeth Chang

- DE
- FR

E-Book (pdf) Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk von Fahed Mostafa, Tharam Dillon, Elizabeth Chang

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk Fahed Mostafa, Tharam Dillon, Elizabeth Chang E-Books Englisch

CHF 149.30 153.90

Download steht sofort bereit

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.

Klappentext

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.

Inhalt

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.

Titel

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

Autor

Fahed Mostafa

Tharam Dillon

Elizabeth Chang

EAN

9783319516684

Format

E-Book (pdf)

Hersteller

Springer Nature Switzerland