Computational Intelligence Applications To Option Pricing, Volatility Forecasting And Value At Risk (Studies In Computational Intelligence)

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Studies in Computational Intelligence)
by Fahed Mostafa
>>>DOWNLOAD BOOK Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Studies in Computational Intelligence)
>>>READ BOOK Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Studies in Computational Intelligence)

 

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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