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 126
... Specification Algorithm Specification Input / Output Specification FINAZIA Code Generation Data Collection / Storage Data Analysis FINANZIA Library fiz file Experiments Database Statistical Processing FINANZIA Parser FINANZIA Execution ...
... Specification Algorithm Specification Input / Output Specification FINAZIA Code Generation Data Collection / Storage Data Analysis FINANZIA Library fiz file Experiments Database Statistical Processing FINANZIA Parser FINANZIA Execution ...
Página 127
... specification is also manifested in an object oriented derivation hierarchy . The interface to the library is through the definition of the FINANZIA specification file . An example of such a specification file is given in Figure ( 2 ) ...
... specification is also manifested in an object oriented derivation hierarchy . The interface to the library is through the definition of the FINANZIA specification file . An example of such a specification file is given in Figure ( 2 ) ...
Página 129
... SPECIFICATION Payoff Structure ALGORITHE SPECIFICATION European Underlying Aart Parican Tera Structure Algorithe Rave PIE SO Progren He Benchmark Solution to Compute the Error Custo Volality Suture Algorithm Type Pde Emoution Time in ...
... SPECIFICATION Payoff Structure ALGORITHE SPECIFICATION European Underlying Aart Parican Tera Structure Algorithe Rave PIE SO Progren He Benchmark Solution to Compute the Error Custo Volality Suture Algorithm Type Pde Emoution Time in ...
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