Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk
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Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk
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Author : Fahed Mostafa
language : en
Publisher: Springer
Release Date : 2017-02-28
Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk written by Fahed Mostafa and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-28 with Technology & Engineering categories.
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.
International Financial Markets
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Author : Julien Chevallier
language : en
Publisher: Routledge
Release Date : 2019-06-28
International Financial Markets written by Julien Chevallier and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-28 with Business & Economics categories.
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Advances In Emerging Trends And Technologies
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Author : Miguel Botto-Tobar
language : en
Publisher: Springer Nature
Release Date : 2019-10-12
Advances In Emerging Trends And Technologies written by Miguel Botto-Tobar and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-12 with Technology & Engineering categories.
This book constitutes the proceedings of the 1st International Conference on Advances in Emerging Trends and Technologies (ICAETT 2019), held in Quito, Ecuador, on 29–31 May 2019, jointly organized by Universidad Tecnológica Israel, Universidad Técnica del Norte, and Instituto Tecnológico Superior Rumiñahui, and supported by SNOTRA. ICAETT 2019 brought together top researchers and practitioners working in different domains of computer science to share their expertise and to discuss future developments and potential collaborations. Presenting high-quality, peer-reviewed papers, the book discusses the following topics: Technology Trends Electronics Intelligent Systems Machine Vision Communication Security e-Learning e-Business e-Government and e-Participation
Real Option Based Appraisal Of Environmental Investments An Assessment Of No Emission Control Techniques In Large Combustion Plants
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Author : Schiel, Carmen
language : en
Publisher: KIT Scientific Publishing
Release Date : 2019-06-27
Real Option Based Appraisal Of Environmental Investments An Assessment Of No Emission Control Techniques In Large Combustion Plants written by Schiel, Carmen and has been published by KIT Scientific Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-27 with Business & Economics categories.
Information Technology And Systems
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Author : Álvaro Rocha
language : en
Publisher: Springer Nature
Release Date : 2022-03-01
Information Technology And Systems written by Álvaro Rocha and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-01 with Technology & Engineering categories.
This book is composed by the papers written in English and accepted for presentation and discussion at The 2022 International Conference on Information Technology & Systems (ICITS'22), held at Tecnológico de Costa Rica, in San Carlos, Costa Rica, between the 9th and the 11th of February 2022. ICIST is a global forum for researchers and practitioners to present and discuss recent findings and innovations, current trends, professional experiences and challenges of modern information technology and systems research, together with their technological development and applications. The main topics covered are: information and knowledge management; organizational models and information systems; software and systems modelling; software systems, architectures, applications and tools; multimedia systems and applications; computer networks, mobility and pervasive systems; intelligent and decision support systems; big data analytics and applications; human–computer interaction; ethics, computers & security; health informatics; information technologies in education, and Media, Applied Technology and Communication.
The New Frontiers Of Financial Services Redefining Value With Artificial Intelligence Driven Intelligence And Automation
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Author : Ramesh Inala
language : en
Publisher: Deep Science Publishing
Release Date : 2025-06-10
The New Frontiers Of Financial Services Redefining Value With Artificial Intelligence Driven Intelligence And Automation written by Ramesh Inala and has been published by Deep Science Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-10 with Business & Economics categories.
The world of financial services is undergoing a generational shift. At its core, this transformation is being driven by artificial intelligence, next-generation digital infrastructure and intelligent automation, all of which are combining to reshape how we think about money, trust and value. This book brings you inside this changing world. It is written for professionals, researchers, academics and anyone with an interest in making sense where finance is heading and how these changes are impacting us, as consumers, investors and the future of banking and risk management in the digital age. Whether it's robo-advisors making financial planning more accessible, or AI helping institutions make smarter, faster decisions, this book explores the real-life applications and human impact of these technologies. You'll find rich studies, historical context, and glimpses into the future that show a clear picture of what's changing and why it matters. But beyond deciphering tech, this book links innovation to the individual’s everyday life. It provides a road map for navigating the opportunities, challenges and ethical questions of this new age for finance, and as such is an essential guide for anyone trying to stay ahead in a world where intelligence increasingly resides, in many different forms that aren’t human.
Managing Currency Options In Financial Institutions
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Author : Yat-Fai Lam
language : en
Publisher: Routledge
Release Date : 2017-09-19
Managing Currency Options In Financial Institutions written by Yat-Fai Lam and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-19 with Business & Economics categories.
The book introduces how we can manage currency options with the Vanna-Volga method. It describes the underlying theories and applications of the Vanna-Volga method in managing currency options of a financial institution, conforming to the Basel III regulatory requirements which demand a high consistency between the valuation and market risk calculation methodologies of financial instruments. The book illustrates with technical details to shed understanding on the major applications, including valuation, volatility recovery, dynamic portfolio replication and value-at-risk. Those who study finance, risk management, quantitative finance or similar areas, as well as practitioners who wish to learn how to valuate, hedge and manage the market risk of currency options with more advanced models and techniques will find the book of invaluable use.
Volatility Surface And Term Structure
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Author : Kin Keung Lai
language : en
Publisher: Routledge
Release Date : 2013-09-11
Volatility Surface And Term Structure written by Kin Keung Lai and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-11 with Business & Economics categories.
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term structure. The correlation of Heston model is considered to be variable. For the latter, the local volatility model is improved from experience of financial practice. The improved local volatility surface is then used for price forecasting. VaR and CVaR are employed as standard criterions for risk management. The options trading strategies are also designed combining different types of options and they have been proven to be profitable in real market. This book is a combination of theory and practice. Users will find the applications of these financial models in real market to be effective and efficient.
Applied Quantitative Methods For Trading And Investment
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Author : Christian L. Dunis
language : en
Publisher: John Wiley & Sons
Release Date : 2004-01-09
Applied Quantitative Methods For Trading And Investment written by Christian L. Dunis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-09 with Business & Economics categories.
This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financial applications, it will cover data, software and techniques that will enable the reader to implement and interpret quantitative methodologies, specifically for trading and investment. Includes contributions from an international team of academics and quantitative asset managers from Morgan Stanley, Barclays Global Investors, ABN AMRO and Credit Suisse First Boston. Fills the gap for a book on applied quantitative investment & trading models Provides details of how to combine various models to manage and trade a portfolio
Applications Of Statistics Artificial Intelligence In Emerging Scenarios 2023
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Author : Prof. Monalisha Pattnaik
language : en
Publisher: Archers & Elevators Publishing House
Release Date :
Applications Of Statistics Artificial Intelligence In Emerging Scenarios 2023 written by Prof. Monalisha Pattnaik and has been published by Archers & Elevators Publishing House this book supported file pdf, txt, epub, kindle and other format this book has been release on with Antiques & Collectibles categories.