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作者 Mostafa, Fahed, author
書名 Computational intelligence applications to option pricing, volatility forecasting and value at risk / by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
出版項 Cham : Springer International Publishing : Imprint: Springer, 2017
國際標準書號 9783319516684 (electronic bk.)
9783319516660 (paper)
國際標準號碼 10.1007/978-3-319-51668-4 doi
book jacket
說明 1 online resource (x, 171 pages) : illustrations, digital ; 24 cm
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
系列 Studies in computational intelligence, 1860-949X ; volume 697
Studies in computational intelligence ; volume 697
附註 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
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
Host Item Springer eBooks
主題 Computational intelligence
Risk -- Computer simulation
Engineering
Computational Intelligence
Artificial Intelligence (incl. Robotics)
Macroeconomics/Monetary Economics//Financial Economics
Operation Research/Decision Theory
Alt Author Dillon, Tharam, author
Chang, Elizabeth, author
SpringerLink (Online service)
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