[PDF] Computational Intelligence Applications to Option Pricing Volatility Forecasting and Value at Risk

Book Computational Intelligence Applications to Option Pricing  Volatility Forecasting and Value at Risk Cover

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Computational Intelligence Applications to Option Pricing Volatility Forecasting and Value at Risk Product Detail:

  • Publisher : Springer
  • Release : 28 February 2017
  • ISBN : 9783319516684
  • Page : 171 pages
  • Rating : 4.5/5 from 103 voters

Computational Intelligence Applications to Option Pricing Volatility Forecasting and Value at Risk Book Summary/Review:

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.

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