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 |
Dentro del libro
Resultados 1-3 de 36
Página 9
... Banking Supervision allows banks to calculate regulatory capital charges for credit risk based on banks ' internal credit risk ratings for their exposures . Probability of default ( PD ) associated with individual grades in a bank's ...
... Banking Supervision allows banks to calculate regulatory capital charges for credit risk based on banks ' internal credit risk ratings for their exposures . Probability of default ( PD ) associated with individual grades in a bank's ...
Página 175
... bank politics and Basel Core Principles which include PARTNER's behavior . These patterns may optimize a util- ity ... banking , employment , public goods , etc. The in- centives are closely related to the psychological pattern of ...
... bank politics and Basel Core Principles which include PARTNER's behavior . These patterns may optimize a util- ity ... banking , employment , public goods , etc. The in- centives are closely related to the psychological pattern of ...
Página 355
... Bank intervention and its effects . Dominguez [ 7 ] looks at G - 3 central bank intervention , treating it as an information source . Using high frequency data the effectiveness of the intervention on the exchange rate and its ...
... Bank intervention and its effects . Dominguez [ 7 ] looks at G - 3 central bank intervention , treating it as an information source . Using high frequency data the effectiveness of the intervention on the exchange rate and its ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
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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