Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
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portes grátis
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Chang, Elizabeth; Mostafa, Fahed; Dillon, Tharam
Springer International Publishing AG
05/2018
171
Mole
Inglês
9783319847139
15 a 20 dias
454
Descrição não disponível.
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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Computational Intelligence;Hedging;Market Risks;Neural Networks;Option Pricing Model;Value at Risk;Volatility 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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
