Overview
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk is a book by Fahed Mostafa, Tharam Dillon and Elizabeth Chang, first published in 2017. In this catalogue it is classified mainly under Risk Management and Derivatives Pricing, with secondary coverage of Options and Volatility, Financial Econometrics and Time Series Analysis.
Audience and depth. The available metadata did not allow a mathematical difficulty estimate, so none is shown; treat the technical level as unknown.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 80% and difficulty confidence is 0%; the catalogue lists no ratings or awards.