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 72
... look at the depository banking industry's operating dynamic showcases the deepest truth about the ' modern ' financial world : competition . The next chart contains bank operating ratios : operations are centered on narrow differentials ...
... look at the depository banking industry's operating dynamic showcases the deepest truth about the ' modern ' financial world : competition . The next chart contains bank operating ratios : operations are centered on narrow differentials ...
Página 85
... look like project finance from a decade or two ago , using zero - coupon U.S. STRIPS to accrete to , and guarantee , par at the termination of the unit / bonds . The new issues , regrettably , are limited to just the largest insurer ...
... look like project finance from a decade or two ago , using zero - coupon U.S. STRIPS to accrete to , and guarantee , par at the termination of the unit / bonds . The new issues , regrettably , are limited to just the largest insurer ...
Página 183
... look at the above example . In fig ( 2 ) we have plotted a as a function of the maturity to of the cashflow . We see that a takes values between 0.68 and 1. This means that a large part of the cahflow's value is mapped to t2 , the ...
... look at the above example . In fig ( 2 ) we have plotted a as a function of the maturity to of the cashflow . We see that a takes values between 0.68 and 1. This means that a large part of the cahflow's value is mapped to t2 , the ...
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