Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
暫譯: 計算智慧在選擇權定價、波動率預測及風險價值中的應用
Mostafa, Fahed, Dillon, Tharam, Chang, Elizabeth
- 出版商: Springer
- 出版日期: 2018-05-04
- 售價: $5,150
- 貴賓價: 9.5 折 $4,893
- 語言: 英文
- 頁數: 171
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3319847139
- ISBN-13: 9783319847139
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商品描述
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.
商品描述(中文翻譯)
本書展示了神經網絡在從基礎金融時間序列數據中學習複雜行為的強大能力。所呈現的結果也顯示了神經網絡如何成功應用於波動性建模、選擇權定價和風險價值建模。這些特性意味著它們可以應用於市場風險問題,以克服與統計模型相關的經典問題。