Seller
Your price
£84.54
RRP: £109.99
Save £25.45 (23%)
Printed on Demand
Dispatched within 14-21 working days.
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Studies in Computational Intelligence 697
Genres:
Macroeconomics, Operational research, Artificial intelligence, Social forecasting, future studies
Trade or Institutional customer? Contact us about large order quotes.
Synopsis
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. New & Used
| Seller | Information | Condition | Price | |
|---|---|---|---|---|
 | - | New | £84.54 + FREE UK P & P |
What Reviewers Are Saying
"The book describes how to deal with the different sorts of financial market risk. ... The book can be used by advanced undergraduate students and graduate students in its entirety. It is also interesting for the specialists in financial market risk and is of considerable importance to practitioners in the field." (Yuliya S. Mishura, zbMath 1410.91004, 2019)