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EBOOK
Author Mostafa, Fahed,
Title Computational intelligence applications to option pricing, volatility forecasting and value at risk / Fahed Mostafa, Tharam Dillon, Elizabeth Chang.
Imprint Cham, Switzerland : Springer, 2017.

LOCATION CALL # STATUS MESSAGE
 OHIOLINK SPRINGER EBOOKS    ONLINE  
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Series Studies in computational intelligence, 1860-949X ; volume 697
Studies in computational intelligence ; v. 697. 1860-949X
Subject Computational intelligence.
Risk -- Computer simulation.
Alt Name Dillon, Tharam S., 1943-
Chang, Elizabeth,
LOCATION CALL # STATUS MESSAGE
 OHIOLINK SPRINGER EBOOKS    ONLINE  
View online
Series Studies in computational intelligence, 1860-949X ; volume 697
Studies in computational intelligence ; v. 697. 1860-949X
Subject Computational intelligence.
Risk -- Computer simulation.
Alt Name Dillon, Tharam S., 1943-
Chang, Elizabeth,
Description 1 online resource (x, 171 pages) : illustrations.
Bibliography Note Includes bibliographical references.
Contents 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.
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.
Note Online resource; title from PDF title page (SpringerLink, viewed March 9, 2017).
ISBN 9783319516684 (electronic bk.)
331951668X (electronic bk.)
3319516663
9783319516660
9783319516660 (print)
ISBN/ISSN 10.1007/978-3-319-51668-4
OCLC # 974892179
Additional Format Printed edition: 9783319516660