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 71
... operating expense , net of balance + recovery . When closings excede all of surplus + recovery + assessment fees , as in 1991 , the public pays the remainder . -Adj $ 1972 LN DepCl DepLoss Before turning to the operating condition of ...
... operating expense , net of balance + recovery . When closings excede all of surplus + recovery + assessment fees , as in 1991 , the public pays the remainder . -Adj $ 1972 LN DepCl DepLoss Before turning to the operating condition of ...
Página 72
... 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 . These figures reflect the condition of ...
... 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 . These figures reflect the condition of ...
Página 74
... operating ratios and deposit closings , conveying the actual balance between unsettling discoveries and hopeful inquiries . The critical operating ratios converge in clear and definitive manners , compressing and crossing - over . The ...
... operating ratios and deposit closings , conveying the actual balance between unsettling discoveries and hopeful inquiries . The critical operating ratios converge in clear and definitive manners , compressing and crossing - over . 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