Computational intelligence applications to option pricing, volatility forecasting and value at risk
Fahed Mostafa, Tharam Dillon, Elizabeth Chang
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Mostafa, Fahed ; Dillon, Tharam ; Chang, Elizabeth |
| Publisher: |
Cham : Springer |
| Subject: | Risikomaß | Risk measure | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Neuronale Netze | Neural networks | Modellierung | Scientific modelling |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [zbmath.org] ; Description [springer.com] |
Erscheint auch als (Online-Ausgabe):
Mostafa, Fahed. Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk. - Cham : Springer International Publishing, 2017. - Online-Ressourcen
Persistent link: https://www.econbiz.de/10011638731