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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

by Tharam DillonFahed Mostafa and Elizabeth Chang
Hardback
Publication Date: 13/02/2017

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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.
ISBN:
9783319516660
9783319516660
Category:
Operational research
Format:
Hardback
Publication Date:
13-02-2017
Language:
English
Publisher:
Springer
Country of origin:
United States
Dimensions (mm):
235x155mm
Weight:
4.03kg

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