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 85
... Transactions and Instruments The derivative instruments that have come to market for the catastrophe insurers , such as the CBOT contracts , have generally not met with success . Other initiatives have difficulty . In both cases , the ...
... Transactions and Instruments The derivative instruments that have come to market for the catastrophe insurers , such as the CBOT contracts , have generally not met with success . Other initiatives have difficulty . In both cases , the ...
Página 87
... transactions that are based upon catastrophe losses and deposit closings . Clearly , the catastrophe losses have fairly strong standard and lognormal character , which is suited to theta , single state , modeling . The deposit losses ...
... transactions that are based upon catastrophe losses and deposit closings . Clearly , the catastrophe losses have fairly strong standard and lognormal character , which is suited to theta , single state , modeling . The deposit losses ...
Página 97
... Transactions on Systems , Man and Cybernetics - Part B : Cybernetics , 26 : 344-354 , 1996 . [ 5 ] S. Goonatilake and P. Treleaven . Intelligent Systems for Finance and Business . Wiley , New York , 1995 . [ 6 ] P. Hoel and R. Jessen ...
... Transactions on Systems , Man and Cybernetics - Part B : Cybernetics , 26 : 344-354 , 1996 . [ 5 ] S. Goonatilake and P. Treleaven . Intelligent Systems for Finance and Business . Wiley , New York , 1995 . [ 6 ] P. Hoel and R. Jessen ...
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