Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Record no. 81017)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03104nam a22005895i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-51668-4 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220801222647.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170302s2017 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319516684 |
| -- | 978-3-319-51668-4 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 006.3 |
| 100 1# - AUTHOR NAME | |
| Author | Mostafa, Fahed. |
| 245 10 - TITLE STATEMENT | |
| Title | Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2017. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | X, 171 p. 23 illus. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Studies in Computational Intelligence, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. . |
| 700 1# - AUTHOR 2 | |
| Author 2 | Dillon, Tharam. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Chang, Elizabeth. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-51668-4 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2017. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Artificial intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations research. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Artificial Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Macroeconomics and Monetary Economics. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations Research and Decision Theory. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 1860-9503 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
| 912 ## - | |
| -- | ZDB-2-SXE |
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