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 128
... equation accuracy nonlinear equation iterations interpolation method fixed fixed { linear spline } PATM temporal discretization Tag { analytic multinomial | pde | montecarlo } { PDE | MA | MC | AN } # Attributes Specific to pde type ...
... equation accuracy nonlinear equation iterations interpolation method fixed fixed { linear spline } PATM temporal discretization Tag { analytic multinomial | pde | montecarlo } { PDE | MA | MC | AN } # Attributes Specific to pde type ...
Página 129
... Equation Solver Nonlinear Equation Accuracy Nonlinear Equation Iterations Interpolation Method Temporal Discretization DROP TABLE montecarlo ; Monte Carlo Algorithm CREATE TABLE montecarlo ( text , Name of the Monte Carlo Algorithm mnm ...
... Equation Solver Nonlinear Equation Accuracy Nonlinear Equation Iterations Interpolation Method Temporal Discretization DROP TABLE montecarlo ; Monte Carlo Algorithm CREATE TABLE montecarlo ( text , Name of the Monte Carlo Algorithm mnm ...
Página 193
... equations given by equation ( 4 ) represents a good general model of the actual system of the three corresponding economies . Then , using investment and saving functions of the form : l1 = a¡ Y¡ / r¡ S1 = b ; Yi / r¡ and with Liquidity ...
... equations given by equation ( 4 ) represents a good general model of the actual system of the three corresponding economies . Then , using investment and saving functions of the form : l1 = a¡ Y¡ / r¡ S1 = b ; Yi / r¡ and with Liquidity ...
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