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Search - Pricing Options with Futures-Style Margining: A Genetic Adaptive Neural Network Approach (Financial Sector of the American Economy)

Pricing Options with Futures-Style Margining: A Genetic Adaptive Neural Network Approach (Financial Sector of the American Economy)
Pricing Options with FuturesStyle Margining A Genetic Adaptive Neural Network Approach - Financial Sector of the American Economy
Author: Alan White
This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior k...  more »
ISBN-13: 9780815333920
ISBN-10: 0815333927
Publication Date: 9/28/2000
Pages: 128
Edition: 1
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Publisher: Routledge
Book Type: Hardcover
Members Wishing: 0
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