Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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... University of Michigan , Ann Arbor and INFORMS John Marshall , St. John's University and IAFE Robert Marks , University of Washington , Seattle and IEEE Program Committee Co - Chairs Fernando Diz , Syracuse University , Syracuse , New ...
... University of Michigan , Ann Arbor and INFORMS John Marshall , St. John's University and IAFE Robert Marks , University of Washington , Seattle and IEEE Program Committee Co - Chairs Fernando Diz , Syracuse University , Syracuse , New ...
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... University Peter J. Ryan , University of Ottawa Anya Khanthavit , Thammasat University Stylianos Perrakis , University of Ottawa * A Doctoral Graduate at Joint Doctoral Program in Business Administration ( JDBA ) , Chulalongkorn University ...
... University Peter J. Ryan , University of Ottawa Anya Khanthavit , Thammasat University Stylianos Perrakis , University of Ottawa * A Doctoral Graduate at Joint Doctoral Program in Business Administration ( JDBA ) , Chulalongkorn University ...
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... University , Bangkok in July 1996. We extend thanks to the late Prof. Fisher Black , Prof. Maureen O'Hara ( Cornell University ) , Dr. Sunti Tirapat ( Chulalongkorn University -CU ) and Prof. Sanford Grossman ( Wharton ) for initial ...
... University , Bangkok in July 1996. We extend thanks to the late Prof. Fisher Black , Prof. Maureen O'Hara ( Cornell University ) , Dr. Sunti Tirapat ( Chulalongkorn University -CU ) and Prof. Sanford Grossman ( Wharton ) for initial ...
Contenido
Outliers Influence Functions and Robust Portfolio Optimization | 1 |
tacting BlackScholes to a NonBlackSchcies Environment 137 | 4 |
A Theory of Price Formation in A Market with Short Sale Prohibition | 15 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
agents analysis ASPID Banco Bank of Tokyo-Mitsubishi behavior Black-Scholes cash flow mapping catastrophe losses CatLoss cointegration computational correlation covariance matrix data mining data set database deposit closings derivative distribution dynamics Easley and O'Hara efficient frontier error estimate evaluation expected FDIC Figure financial ratios FINANZIA fuzzy set Genetic genetic algorithm given growth rates h₁ implied variance independent component analysis Influence function informed traders instruments with means insured deposit Journal learning linear market maker Markov models method minimum variance portfolio multinomial Neural Networks neutral mapping option pricing overall parameter predict pricing algorithms probability problem rate of convergence ratio reinsurance risk neutral risk-neutral rules selection sell short sale short sale prohibition simulation specification standard deviations statistical stochastic stock price stock returns t₁ tangency portfolio techniques theta trading volume uncertainty underwriting uninformed V₁ V₂ variables vector volatility weighted