Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling.

Aceasta carte demonstreaza puterea retelelor neuronale in invatarea comportamentului complex din datele de baza ale seriilor de timp financiare. Rezultatele prezentate arata, de asemenea, modul in care retelele neuronale pot fi aplicate cu succes la modelarea volatilitatii, pretul optiunilor si modelarea valorii la risc.