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 |
Dentro del libro
Resultados 1-3 de 7
Página 44
... Hedging in a Noncompetitive Securities Market ' , Review of Financial Studies 5 , 307-330 . Stickel , S.E. and R. E. Verrecchia [ 1993 ] ' Evidence that Volume Sustains Prices Changes , ' working paper , the Wharton School ...
... Hedging in a Noncompetitive Securities Market ' , Review of Financial Studies 5 , 307-330 . Stickel , S.E. and R. E. Verrecchia [ 1993 ] ' Evidence that Volume Sustains Prices Changes , ' working paper , the Wharton School ...
Página 244
... Hedging the Risks from Writing Foreign Currency Options , " Journal of International Money and Finance , 6 , 131-152 . Jorion , Philippe , 1995 , " Predicting Volatility in the Foreign Exchange Market . " Journal of Finance , Vol . 50 ...
... Hedging the Risks from Writing Foreign Currency Options , " Journal of International Money and Finance , 6 , 131-152 . Jorion , Philippe , 1995 , " Predicting Volatility in the Foreign Exchange Market . " Journal of Finance , Vol . 50 ...
Página 245
... Hedging of Long- term Foreign Currency Options , " Journal of International Money and Finance , 14 , 373- 393 . Newey , W. and K. West , 1987 , " A Simple , Positive Semi - Definite , Heteroskedasticity and Autocorrelation Consistent ...
... Hedging of Long- term Foreign Currency Options , " Journal of International Money and Finance , 14 , 373- 393 . Newey , W. and K. West , 1987 , " A Simple , Positive Semi - Definite , Heteroskedasticity and Autocorrelation Consistent ...
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 |
Derechos de autor | |
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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