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0 (hodnocen0 x )

EB

EB

ONLINE

Cham : Springer International Publishing : Imprint: Springer, 2017

1 online zdroj

ISBN 978-3-319-51668-4 (e-kniha)

ISBN 9783319516660 (print)

Studies in Computational Intelligence, ISSN 1860-949X ; 697

Printed edition: ISBN 9783319516660

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.

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. ..

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