Computational intelligence applications to option pricing, volatility forecasting and value at risk. (2017)

• Record Type: Book
• Further Information: Note: Fahed Mostafa, Tharam Dillon, Elizabeth Chang.
• Authors: Mostafa, Fahed; Dillon, Tharam S, 1943-; Chang, Elizabeth
• 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2017
• Extent: 1 online resource (x, 171 pages), illustrations
• Subjects: 006.3; Engineering; Computational intelligence; Risk -- Computer simulation; Computational intelligence; Engineering; Computational Intelligence; Artificial Intelligence (incl. Robotics); Macroeconomics/Monetary Economics//Financial Economics; Operation Research/Decision Theory; Computers -- Intelligence (AI) & Semantics; Business & Economics -- Economics -- Macroeconomics; Business & Economics -- Operations Research; Artificial intelligence; Macroeconomics; Operational research; Artificial intelligence; Macroeconomics; Operations research; Electronic books
• Languages: English
• ISBNs: 9783319516684; 3319516663; 9783319516660
• Related ISBNs: 331951668X; 9783319516660
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed March 9, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.