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 116
... currency change on the value of an ECB . Thus , the contribution of this paper is that it analyzes an actual ... currency when ti is time to pay the coupon and principal . Compared to a pure discount bond , an ECB has two additional ...
... currency change on the value of an ECB . Thus , the contribution of this paper is that it analyzes an actual ... currency when ti is time to pay the coupon and principal . Compared to a pure discount bond , an ECB has two additional ...
Página 120
... currency option embedded in the ECB . In order to analyze the ECB , we set the benchmark parameters as in Table 2 . Table 4 The values of conversion option and currency option embedded in an ECB Bond value CB value Conversion Currency ...
... currency option embedded in the ECB . In order to analyze the ECB , we set the benchmark parameters as in Table 2 . Table 4 The values of conversion option and currency option embedded in an ECB Bond value CB value Conversion Currency ...
Página 218
... currency , e.g. , the US dollar or the Japanese yen . It is not clear whether and how the dollar cycle and the reference currency might affect the distribution of the extreme values for the Asian currencies examined here . Thus , in ...
... currency , e.g. , the US dollar or the Japanese yen . It is not clear whether and how the dollar cycle and the reference currency might affect the distribution of the extreme values for the Asian currencies examined here . Thus , in ...
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