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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... technical societies and councils , each devoted to a specific technical area . IEEE publishes the award - winning monthly magazine Spectrum , as well as information products including journals , books , conference records , CD - ROMs ...
... technical societies and councils , each devoted to a specific technical area . IEEE publishes the award - winning monthly magazine Spectrum , as well as information products including journals , books , conference records , CD - ROMs ...
Página 140
... Technical report , Rensselear Polytechnic Institute , 1994 . [ HR92 ] [ KR91 ] [ MR94 ] D. Kamrad and P. Ritchken . Multinomial approximating models for options with k state variables . Management Science , 37 ( 12 ) : 1641-1652 ...
... Technical report , Rensselear Polytechnic Institute , 1994 . [ HR92 ] [ KR91 ] [ MR94 ] D. Kamrad and P. Ritchken . Multinomial approximating models for options with k state variables . Management Science , 37 ( 12 ) : 1641-1652 ...
Página 258
... Technical Report HP - 97-91 , Hewlett Packard Laboratories , Bristol , England , 1997 . [ 3 ] D. Cliff and J. Bruten . Less than human : Simple adaptive trading agents for CDA markets . Technical Report HP - 97-155 , Hewlett Packard ...
... Technical Report HP - 97-91 , Hewlett Packard Laboratories , Bristol , England , 1997 . [ 3 ] D. Cliff and J. Bruten . Less than human : Simple adaptive trading agents for CDA markets . Technical Report HP - 97-155 , Hewlett Packard ...
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