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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Title statement Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk [electronic resource] / by Fahed Mostafa, Tharam Dillon, Elizabeth Chang. Publication Cham : Springer International Publishing : Imprint: Springer, 2017. Phys.des. X, 171 p. 23 illus. online resource. ISBN 9783319516684 Edition Studies in Computational Intelligence, ISSN 1860-949X ; 697 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. Notes to Availability Přístup pouze pro oprávněné uživatele Another responsib. Dillon, Tharam. Chang, Elizabeth. Another responsib. SpringerLink (Online service) Subj. Headings Engineering. * Operations research. * Decision making. * Artificial intelligence. * Computational intelligence. * Macroeconomics. Form, Genre elektronické knihy electronic books Country Německo Language angličtina Document kind Electronic books URL Plný text pro studenty a zaměstnance UPOL 
book
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. .
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.
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