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 109
... attributes of both fixed income securities and eq- uity . The embedded conversion option allows the bond- holder to convert into the equity of the issuer at any time at the contractual conversion price . The conver- sion component gives ...
... attributes of both fixed income securities and eq- uity . The embedded conversion option allows the bond- holder to convert into the equity of the issuer at any time at the contractual conversion price . The conver- sion component gives ...
Página 224
... attributes for 54 African nations ( 41 currencies ) are reported in Table 1 ( tables are listed at the end of the paper ) . Specifically , the table lists the various African currencies and their trading symbols that are the subject of ...
... attributes for 54 African nations ( 41 currencies ) are reported in Table 1 ( tables are listed at the end of the paper ) . Specifically , the table lists the various African currencies and their trading symbols that are the subject of ...
Página 384
... attributes of the systematic risk , are likely to be very different during expansions versus recessions , it is conceivable that momentum patterns depend on economic conditions . These conditions may be proxied by the prime rate , as we ...
... attributes of the systematic risk , are likely to be very different during expansions versus recessions , it is conceivable that momentum patterns depend on economic conditions . These conditions may be proxied by the prime rate , as we ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
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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
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets