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 45
Página 116
... exchange rate and other risks . Our paper continues in four sections . Section 2 introduces the properties of ECBs and their pricing model . Section 3 describes Monte Carlo ... rate , foreign interest rate , exchange CIFER'03 HONG KONG 116.
... exchange rate and other risks . Our paper continues in four sections . Section 2 introduces the properties of ECBs and their pricing model . Section 3 describes Monte Carlo ... rate , foreign interest rate , exchange CIFER'03 HONG KONG 116.
Página 199
... exchange rates : a comparison of parametric and semiparametric estimates ... rate determination and compare it to a parametric LSTAR specification . In ... exchange rates is confirmed to be non linear , with marginal effects that become ...
... exchange rates : a comparison of parametric and semiparametric estimates ... rate determination and compare it to a parametric LSTAR specification . In ... exchange rates is confirmed to be non linear , with marginal effects that become ...
Página 216
... exchange rate distributions are either on European exchange rates Belgian franc , French franc , Italian lira , Dutch guilder , British pound , Irish pound , German mark and Danish krone again the US dollar [ 19 ] , or on the Canadian ...
... exchange rate distributions are either on European exchange rates Belgian franc , French franc , Italian lira , Dutch guilder , British pound , Irish pound , German mark and Danish krone again the US dollar [ 19 ] , or on the Canadian ...
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 | |
Otras 6 secciones no mostradas
Otras ediciones - Ver todas
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