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 73
... ratio , total deposits to interest - bearing assets . This ratio shows values uniformly above one - up until the advent of the ' modern ' era , circa 1972 . Historic levels commence at 1.18 in 1934 , rise steadily to 1.49 by 1940 , then ...
... ratio , total deposits to interest - bearing assets . This ratio shows values uniformly above one - up until the advent of the ' modern ' era , circa 1972 . Historic levels commence at 1.18 in 1934 , rise steadily to 1.49 by 1940 , then ...
Página 74
... ratio throughout 1934 to 1972 , when it abruptly darts underneath it , never to again return above it . Notice , too , how the pending unsoundness of the banking industry , which seemed to spring at once , actually only slowly ...
... ratio throughout 1934 to 1972 , when it abruptly darts underneath it , never to again return above it . Notice , too , how the pending unsoundness of the banking industry , which seemed to spring at once , actually only slowly ...
Página 100
... ratio measurement scale , as opposed to nominal , ordinal , or interval measurement scales . For example , in finance the use of financial ratios constructed from accounting statements is typically employed to evaluate firm performance ...
... ratio measurement scale , as opposed to nominal , ordinal , or interval measurement scales . For example , in finance the use of financial ratios constructed from accounting statements is typically employed to evaluate firm performance ...
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