Coverart for item
The Resource Computational intelligence applications to option pricing, volatility forecasting and value at risk, Fahed Mostafa, Tharam Dillon, Elizabeth Chang

Computational intelligence applications to option pricing, volatility forecasting and value at risk, Fahed Mostafa, Tharam Dillon, Elizabeth Chang

Label
Computational intelligence applications to option pricing, volatility forecasting and value at risk
Title
Computational intelligence applications to option pricing, volatility forecasting and value at risk
Statement of responsibility
Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Creator
Contributor
Author
Subject
Language
eng
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.
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Mostafa, Fahed
Dewey number
006.3
Illustrations
illustrations
Index
no index present
LC call number
Q342
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1943-
http://library.link/vocab/relatedWorkOrContributorName
  • Dillon, Tharam S.
  • Chang, Elizabeth
Series statement
Studies in computational intelligence,
Series volume
volume 697
http://library.link/vocab/subjectName
  • Computational intelligence
  • Risk
Label
Computational intelligence applications to option pricing, volatility forecasting and value at risk, Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource (x, 171 pages)
File format
unknown
Form of item
online
Isbn
9783319516684
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-51668-4
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
ocn974892179
Label
Computational intelligence applications to option pricing, volatility forecasting and value at risk, Fahed Mostafa, Tharam Dillon, Elizabeth Chang
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource (x, 171 pages)
File format
unknown
Form of item
online
Isbn
9783319516684
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-51668-4
Other physical details
illustrations.
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
ocn974892179

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