Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk: 697 (Studies in Computational Intelligence, 697) - Image 1

£96.56

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

Name: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk: 697 (Studies in Computational Intelligence, 697)
Brand: Springer
Price: 96.61 GBP
Availability: InStock

Managers' Guides to Computing

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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

Brand: Springer
Format: hardcover
ASIN: 3319516663
Category: Books > Subjects > Business, Finance & Law > E-Commerce > Managers' Guides to Computing
Domain: Amazon UK
Release Date: 10 March 2017
Listed Since: 24 November 2016

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