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 68
... present . Shown along with this is the net statutory loss of U.S. property & casualty insurers maintained by A.M. Best . All losses are as positive dollar values , with any gains being negative values . Note two salient periods . There ...
... present . Shown along with this is the net statutory loss of U.S. property & casualty insurers maintained by A.M. Best . All losses are as positive dollar values , with any gains being negative values . Note two salient periods . There ...
Página 181
... present value of such a cash flow depends on the interest rate for a loan or deposit with the appropriate maturity . Thus , in principle , changes of interest rates for any possible maturity should be included into the analysis . Such ...
... present value of such a cash flow depends on the interest rate for a loan or deposit with the appropriate maturity . Thus , in principle , changes of interest rates for any possible maturity should be included into the analysis . Such ...
Página 194
... present time , the dynamic evolution for the countries ( specially for Mexico ) is not stable at all , but the ultimate goal is to achieve a stable growing pattern for the international trade system of USA , Canada and Mexico so as to ...
... present time , the dynamic evolution for the countries ( specially for Mexico ) is not stable at all , but the ultimate goal is to achieve a stable growing pattern for the international trade system of USA , Canada and Mexico so as to ...
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