Data Analysis and Related Applications. 3 Theory and practice -- new approaches

Dimotikalis, Yiannis. (Added Author). Skiadas, Christos H. (Added Author).

Summary: The book is a collective work by a number of leading scientists, analysts, engineers, mathematicians and statisticians who have been working at the forefront of data analysis and related applications, arising from data science, operations research, engineering, machine learning or statistics. The chapters of this collaborative work represent a cross-section of current research interests in the above scientific areas. The collected material has been divided into appropriate sections to provide the reader with both theoretical and applied information on data analysis methods, models and techniques, along with appropriate applications. The published data analysis methodology includes the updated state-of-the-art rapidly developed theory and applications of data expansion, both of which go through outstanding changes nowadays. New approaches are expected to deliver and have been developed, including Artificial Intelligence.

Record details

ISBN: 9781394284047
ISBN: 1394284047
ISBN: 1394284055
ISBN: 9781394284054
ISBN: 1394284063
ISBN: 9781394284061
Physical Description: 1 online resource (298 p.)
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Publisher: Newark : John Wiley & Sons, Incorporated, 2024.

Content descriptions

General Note:	Description based upon print version of record. Chapter 8. Numerical Studies of Implied Volatility Expansions Under the Gatheral Model
Formatted Contents Note:	Chapter 7. Properties of American Options Under a Semi-Markov Modulated Black-Scholes Model -- 7.1. Introduction -- 7.2. American option pricing -- 7.3. Exercising strategies -- 7.3.1. Setting parameters -- 7.3.2. Relationship between the option price and "economic situation, asset price and maturity" -- 7.3.3. Relationship between option price and transition probability matrix -- 7.3.4. Consideration of the optimal exercise region -- 7.3.5. Condition of transition probability matrix for option price transition to be monotonous -- 7.4. Conclusion -- 7.5. References
Source of Description Note:	Online resource; title from PDF title page (John Wiley, viewed May 23, 2024).