Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Download or Read eBook Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk PDF written by Fahed Mostafa and published by Springer. This book was released on 2017-02-28 with total page 177 pages. Available in PDF, EPUB and Kindle.
Author | : Fahed Mostafa |
Publisher | : Springer |
Total Pages | : 177 |
Release | : 2017-02-28 |
ISBN-10 | : 9783319516684 |
ISBN-13 | : 331951668X |
Rating | : 4/5 (84 Downloads) |
Book Synopsis Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by : Fahed Mostafa
Book excerpt: 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.