Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Запис № 447710)

МАРК-запис
000 -LEADER
fixed length control field 03845nam a22006495i 4500
001 - CONTROL NUMBER
control field 978-3-319-51668-4
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210118131212.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 170302s2017 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319516684
-- 978-3-319-51668-4
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-319-51668-4
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number Q342
072 #7 - SUBJECT CATEGORY CODE
Subject category code UYQ
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code TEC009000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code UYQ
Source thema
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 006.3
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Mostafa, Fahed.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Medium [electronic resource] /
Statement of responsibility, etc by Fahed Mostafa, Tharam Dillon, Elizabeth Chang.
250 ## - EDITION STATEMENT
Edition statement 1st ed. 2017.
264 #1 -
-- Cham :
-- Springer International Publishing :
-- Imprint: Springer,
-- 2017.
300 ## - PHYSICAL DESCRIPTION
Extent X, 171 p. 23 illus.
Other physical details online resource.
336 ## -
-- text
-- txt
-- rdacontent
337 ## -
-- computer
-- c
-- rdamedia
338 ## -
-- online resource
-- cr
-- rdacarrier
347 ## -
-- text file
-- PDF
-- rda
490 1# - SERIES STATEMENT
Series statement Studies in Computational Intelligence,
Міжнародний стандартний серійний номер для назви серії (ISSN) 1860-949X ;
Том/ позначення послідовності 697
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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. .
506 ## - RESTRICTIONS ON ACCESS NOTE
Terms governing access Available to subscribing member institutions only. Доступно лише організаціям членам підписки.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Online access from local network of NaUOA.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Online access with authorization at https://link.springer.com/
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Онлайн-доступ з локальної мережі НаУОА.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Онлайн доступ з авторизацією на https://link.springer.com/
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Computational intelligence.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Artificial intelligence.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Macroeconomics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Operations research.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Decision making.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Computational Intelligence.
-- http://scigraph.springernature.com/things/product-market-codes/T11014
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Artificial Intelligence.
-- http://scigraph.springernature.com/things/product-market-codes/I21000
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Macroeconomics/Monetary Economics//Financial Economics.
-- http://scigraph.springernature.com/things/product-market-codes/W32000
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Operations Research/Decision Theory.
-- http://scigraph.springernature.com/things/product-market-codes/521000
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Dillon, Tharam.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chang, Elizabeth.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319516660
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319516677
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9783319847139
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Studies in Computational Intelligence,
-- 1860-949X ;
Volume number/sequential designation 697
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1007/978-3-319-51668-4">https://doi.org/10.1007/978-3-319-51668-4</a>
912 ## -
-- ZDB-2-ENG
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type ЕКнига

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