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 65
... depends on more than one risk factor a similar analysis can be done with relevant cross partial derivative terms accounted for ; it can be shown that the solution to ( 2 ) is not unique when hedging instrument universe consists of the ...
... depends on more than one risk factor a similar analysis can be done with relevant cross partial derivative terms accounted for ; it can be shown that the solution to ( 2 ) is not unique when hedging instrument universe consists of the ...
Página 125
... depends on the quality of the solution found . In other words , it depends on which path ( computer program ) was chosen . The quality of a path is measured using the corresponding computer program as an " input parameter " to an ...
... depends on the quality of the solution found . In other words , it depends on which path ( computer program ) was chosen . The quality of a path is measured using the corresponding computer program as an " input parameter " to an ...
Página 153
... depends on the market ( see , for details , [ 18 ] ) . 2.3 Roadway transportation The dynamics of network , capacity , carrier deliveries , and transportation amount for the roadway TS are similar to those of the waterway TS . Like for ...
... depends on the market ( see , for details , [ 18 ] ) . 2.3 Roadway transportation The dynamics of network , capacity , carrier deliveries , and transportation amount for the roadway TS are similar to those of the waterway TS . Like for ...
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