Portada

COMPUTATIONAL INTELLIGENCE APPLICATIONS TO OPTION PRICING, V IBD

SPRINGER
03 / 2017
9783319516660
Anglès

Sinopsi

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.á

PVP
157,66