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 120
... Effects of Volatilities on the Value of an ECB From Table 3 , we can see that when the exchange rate volatility increases , the value of an ECB rises remarkably . This increment is mainly contributed by the increasing currency option ...
... Effects of Volatilities on the Value of an ECB From Table 3 , we can see that when the exchange rate volatility increases , the value of an ECB rises remarkably . This increment is mainly contributed by the increasing currency option ...
Página 135
... effect of higher order moments on the implied volatility smile . We use stock index data downloaded from the Chicago ... effects as observed from our numerical experiments . Note that this result is consistent with the one described in ...
... effect of higher order moments on the implied volatility smile . We use stock index data downloaded from the Chicago ... effects as observed from our numerical experiments . Note that this result is consistent with the one described in ...
Página 355
... effect on the field of empirical exchange rate modeling in particular and international finance in general ... effects . Dominguez [ 7 ] looks at G - 3 central bank intervention , treating it as an information source . Using ...
... effect on the field of empirical exchange rate modeling in particular and international finance in general ... effects . Dominguez [ 7 ] looks at G - 3 central bank intervention , treating it as an information source . Using ...
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