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 81
... begin each year at 0 = 0 and end the year at T , 0≥ 0 , European ( 0 , T ) events . For rigorous risk - neutral valuation , strict conformity can only be assigned under a European - style ( 0 , T ) segment , variable and security . In ...
... begin each year at 0 = 0 and end the year at T , 0≥ 0 , European ( 0 , T ) events . For rigorous risk - neutral valuation , strict conformity can only be assigned under a European - style ( 0 , T ) segment , variable and security . In ...
Página 100
... begin with the same data inputs for a firm , they may well reach different final assessments concerning the firm's financial performance . In the present paper we seek to overcome this criticism of financial ratio analysis by providing ...
... begin with the same data inputs for a firm , they may well reach different final assessments concerning the firm's financial performance . In the present paper we seek to overcome this criticism of financial ratio analysis by providing ...
Página 174
... begin to trade such a random trend thereby ( falsely ) strengthening it . Thus , speculative bubbles may emerge . We simulated two days of trading with six agents in ISMARTS . The data generated through the simula- tion was then ...
... begin to trade such a random trend thereby ( falsely ) strengthening it . Thus , speculative bubbles may emerge . We simulated two days of trading with six agents in ISMARTS . The data generated through the simula- tion was then ...
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