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

Name: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Availability: InStock
Author: Fahed Mostafa
ISBN: 9783319516660,9783319516684

by Fahed Mostafa, Tharam Dillon, Elizabeth Chang (auth.)

عنوان فارسی: برنامه های کاربردی محاسباتی برای قیمت گذاری، پیش بینی نوسانات و ارزش در معرض خطر
ناشر: Springer International Publishing
سال: 2017
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): X, 171-177
شابک: 9783319516660,9783319516684
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 2.45 مگابایت

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جزییات کتاب

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.