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Viac informácií o knihe Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

• Parametre knihy
• Anotácia kniha
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Nákupom získate 324 bodov

Anotácia knihy

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.

Parametre knihy

• Celý názov: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
• Autor: FAHED MOSTAFA
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 171
• EAN: 9783319847139
• ISBN: 9783319847139
• ID: 19534762
• Nakladateľ: Springer International Publishing AG
• Hmotnosť: 454 g
• Rozmery: 235 × 155 × 11 mm
• Dátum vydania: 04. May 2018

Obľúbené z iného súdka

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