LIBROS DEL AUTOR: fahed mostafa

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  • Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
    Elizabeth Chang / Fahed Mostafa / Tharam Dillon
    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. These features mean that they can be applied to market-risk problems to overcome classic problems assoc...
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    159,02 €