£96.56

Springer Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk: 697 (Studies in Computational Intelligence, 697)

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£104.12 £67.92 £75.82 £83.72 £91.61 £99.51 £107.41 09 June 2024 15 November 2024 24 April 2025 30 September 2025 09 March 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
10 March 2017
Listed Since
24 November 2016

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