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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Página 127
... attributes . Type enumerated positive integer enumerated enumerated enumerated { real function | class } { real class class | class } { real function } positive real { real array ( real ) } positive real cation . The derived classes are ...
... attributes . Type enumerated positive integer enumerated enumerated enumerated { real function | class } { real class class | class } { real function } positive real { real array ( real ) } positive real cation . The derived classes are ...
Página 128
... Attributes Specific to pde type Algorithms { explicit implicit | cranknicolson | 0 } Attributes Specific to multinomial type Algorithms Type enumerated enumerated positive integer positive integer array ( integer ) enumerated positive ...
... Attributes Specific to pde type Algorithms { explicit implicit | cranknicolson | 0 } Attributes Specific to multinomial type Algorithms Type enumerated enumerated positive integer positive integer array ( integer ) enumerated positive ...
Página 129
... Attributes Specific to Pde Type Solution Error Stope Strika Price 10.0 Attributes Specific to Multinomial Type Analytic Multinomial Darcise Boundary Over Honeyness Ratla 0.9 Attributes Specific to Honte Carlo Type Contract Duration $ 23 ...
... Attributes Specific to Pde Type Solution Error Stope Strika Price 10.0 Attributes Specific to Multinomial Type Analytic Multinomial Darcise Boundary Over Honeyness Ratla 0.9 Attributes Specific to Honte Carlo Type Contract Duration $ 23 ...
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