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

Written By Fahed Mostafa
Computational Intelligence Applications to Option Pricing  Volatility Forecasting and Value at Risk
  • Publsiher : Springer
  • Release : 28 February 2017
  • ISBN : 331951668X
  • Pages : 171 pages
  • Rating : 4/5 from 21 reviews
GET THIS BOOKComputational Intelligence Applications to Option Pricing Volatility Forecasting and Value at Risk


Read or download book entitled Computational Intelligence Applications to Option Pricing Volatility Forecasting and Value at Risk written by Fahed Mostafa which was release on 28 February 2017, this book published by Springer. Available in PDF, EPUB and Kindle Format. Book excerpt: 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 associated with statistical models.

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

Computational Intelligence Applications to Option Pricing  Volatility Forecasting and Value at Risk
  • Author : Fahed Mostafa,Tharam Dillon,Elizabeth Chang
  • Publisher : Springer
  • Release Date : 2017-02-28
  • Total pages : 171
  • ISBN : 331951668X
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Summary : 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 ...

An Introduction to Value at Risk

An Introduction to Value at Risk
  • Author : Moorad Choudhry
  • Publisher : John Wiley & Sons
  • Release Date : 2013-08-29
  • Total pages : 224
  • ISBN : 331951668X
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Summary : The value-at-risk measurement methodology is a widely-used toolin financial market risk management. The fifth edition of ProfessorMoorad Choudhry’s benchmark reference text An Introductionto Value-at-Risk offers an accessible and reader-friendly lookat the concept of VaR and its different estimation methods, and isaimed specifically at newcomers to the market or those ...

Enterprise Risk Management

Enterprise Risk Management
  • Author : David L Olson,Desheng Dash Wu
  • Publisher : World Scientific Publishing Company
  • Release Date : 2015-01-21
  • Total pages : 244
  • ISBN : 331951668X
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Summary : Risk is inherent in business. Without risk, there would be no motivation to conduct business. But a key principle is that organizations should accept risks that they are competent enough to deal with, and “outsource” other risks to those who are more competent to deal with them (such as insurance ...

Risk Management and Financial Institutions

Risk Management and Financial Institutions
  • Author : John C. Hull
  • Publisher : John Wiley & Sons
  • Release Date : 2012-04-11
  • Total pages : 672
  • ISBN : 331951668X
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Summary : Download or read online Risk Management and Financial Institutions written by John C. Hull, published by John Wiley & Sons which was released on 2012-04-11. Get Risk Management and Financial Institutions Books now! Available in PDF, ePub and Kindle....

Advancing Equity and Achievement in America s Diverse Schools

Advancing Equity and Achievement in America s Diverse Schools
  • Author : Camille M. Wilson,Sonya Douglass Horsford
  • Publisher : Routledge
  • Release Date : 2013-09-05
  • Total pages : 215
  • ISBN : 331951668X
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Summary : Advancing Equity and Achievement in America’s Diverse Schools illustrates how educators, students, families and community partners can work in strategic ways to build on social, cultural, and ethnic diversity to advance educational equity and achievement. By drawing on the latest data on demographic change, constructions of culture and cultural ...

The U S Technology Skills Gap

The U S  Technology Skills Gap
  • Author : Gary J. Beach
  • Publisher : John Wiley & Sons
  • Release Date : 2013-07-10
  • Total pages : 336
  • ISBN : 331951668X
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Summary : Is a widening “skills gap” in science and matheducation threatening America’s future? That is the seminalquestion addressed in The U.S. Technology Skills Gap, acomprehensive 104-year review of math and science education inAmerica. Some claim this “skills gap” is“equivalent to a permanent national recession” whileothers cite how the ...

Income Tax Regulations Final and Proposed Under Internal Revenue Code

Income Tax Regulations  Final and Proposed Under Internal Revenue Code
  • Author : United States. Dept. of the Treasury
  • Publisher : Unknown
  • Release Date : 1989
  • Total pages : 212
  • ISBN : 331951668X
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Summary : Download or read online Income Tax Regulations Final and Proposed Under Internal Revenue Code written by United States. Dept. of the Treasury, published by which was released on 1989. Get Income Tax Regulations Final and Proposed Under Internal Revenue Code Books now! Available in PDF, ePub and Kindle....

Federal Taxation of Income Estates and Gifts

Federal Taxation of Income  Estates and Gifts
  • Author : Boris I. Bittker,Lawrence Lokken
  • Publisher : Warren Gorham & Lamont
  • Release Date : 1989
  • Total pages : 212
  • ISBN : 331951668X
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Summary : Download or read online Federal Taxation of Income Estates and Gifts written by Boris I. Bittker,Lawrence Lokken, published by Warren Gorham & Lamont which was released on 1989. Get Federal Taxation of Income Estates and Gifts Books now! Available in PDF, ePub and Kindle....

Reproducible Copies of Federal Tax Forms and Instructions

Reproducible Copies of Federal Tax Forms and Instructions
  • Author : United States. Internal Revenue Service
  • Publisher : Unknown
  • Release Date : 1996
  • Total pages : 212
  • ISBN : 331951668X
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Summary : Download or read online Reproducible Copies of Federal Tax Forms and Instructions written by United States. Internal Revenue Service, published by which was released on 1996. Get Reproducible Copies of Federal Tax Forms and Instructions Books now! Available in PDF, ePub and Kindle....

Flood Risk Science and Management

Flood Risk Science and Management
  • Author : Gareth Pender,Hazel Faulkner
  • Publisher : John Wiley & Sons
  • Release Date : 2010-12-01
  • Total pages : 544
  • ISBN : 331951668X
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Summary : Approaches to avoid loss of life and limit disruption and damage from flooding have changed significantly in recent years. Worldwide, there has been a move from a strategy of flood defence to one of flood risk management. Flood risk management includes flood prevention using hard defences, where appropriate, but also ...

Public Health Nursing Revised Reprint

Public Health Nursing   Revised Reprint
  • Author : Marcia Stanhope,Jeanette Lancaster
  • Publisher : Elsevier Health Sciences
  • Release Date : 2013-10-15
  • Total pages : 1095
  • ISBN : 331951668X
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Summary : This Revised Reprint of our 8th edition, the "gold standard" in community health nursing, Public Health Nursing: Population-Centered Health Care in the Community, has been updated with a new Quality and Safety Education in Nursing (QSEN) appendix that features examples of incorporating knowledge, skills, and attitudes to improve quality and ...

Law and Order

Law and Order
  • Author : Mariana Valverde
  • Publisher : Routledge
  • Release Date : 2013-10-18
  • Total pages : 192
  • ISBN : 331951668X
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Summary : In an innovative departure from the much-studied field of 'crime in the media', this lively book focuses its attention on the forces of law and order; how they visualize and represent danger and criminality and how they represent themselves as authorities. After two chapters covering basic terms and tools in ...

Crime and Delinquency in California

Crime and Delinquency in California
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 1990
  • Total pages : 212
  • ISBN : 331951668X
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Summary : Download or read online Crime and Delinquency in California written by , published by which was released on 1990. Get Crime and Delinquency in California Books now! Available in PDF, ePub and Kindle....

National Forests in Alabama Final Environmental Impact Statement for the Revised Land and Resource Plan January 2004

National Forests in Alabama  Final Environmental Impact Statement for the Revised Land and Resource Plan  January 2004
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 212
  • ISBN : 331951668X
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Summary : Download or read online National Forests in Alabama Final Environmental Impact Statement for the Revised Land and Resource Plan January 2004 written by , published by which was released on 2004. Get National Forests in Alabama Final Environmental Impact Statement for the Revised Land and Resource Plan January 2004 Books now! Available in PDF, ...

The Fantods of Risk

The Fantods of Risk
  • Author : Ann Blair Kloman
  • Publisher : Xlibris Corporation
  • Release Date : 2008-01-21
  • Total pages : 133
  • ISBN : 331951668X
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Summary : The Fantods of Risk is a collection of essays from the pages of Risk Management Reports, which the author edited, wrote and published from 1974 through 2007, plus several other published articles. The subject is risk management, a discipline for dealing with uncertainty in our personal and organizational lives. They continue the ...