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

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

Paperback

Series: Studies in Computational Intelligence, Book 697

Business GeneralEconomicsGeneral Computers

ISBN10: 3319847139
ISBN13: 9783319847139
Publisher: Springer
Published: May 4 2018
Pages: 171
Weight: 0.59
Height: 0.39 Width: 6.14 Depth: 9.21
Language: English
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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Mostafa, Fahed

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General Computers