Computational intelligence applications to option pricing, volatility forecasting and value at risk / Fahed Mostafa, Tharam Dillon, Elizabeth Chang.
Mostafa, Fahed, author.; Dillon, Tharam S., 1943- author.; Chang, Elizabeth, author.
2017
Q342
Available Online

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Title Computational intelligence applications to option pricing, volatility forecasting and value at risk / Fahed Mostafa, Tharam Dillon, Elizabeth Chang.
Author Mostafa, Fahed, author.
ISBN 9783319516684 (electronic book)
331951668X (electronic book)
9783319516660
DOI https://doi.org/10.1007/978-3-319-51668-4
Published Cham, Switzerland : Springer, 2017.
Language English
Description 1 online resource (x, 171 pages) : illustrations.
Item Number 10.1007/978-3-319-51668-4 doi
Call Number Q342
Dewey Decimal Classification 006.3
Summary 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. .
Bibliography, etc. Note Includes bibliographical references.
Access Note Access limited to authorized users.
Digital File Characteristics text file PDF
Source of Description Online resource; title from PDF title page (SpringerLink, viewed March 9, 2017).
Added Author Dillon, Tharam S., 1943- author.
Chang, Elizabeth, author.
Series Studies in computational intelligence ; v. 697.
Available in Other Form Print version: 9783319516660
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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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.

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