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 113
... higher incentive for the bondholders to exercise their conversion right since the accrued interest is small . As time evolves , Sconu increases since the cost incurred upon conver- sion becomes higher ( due to accrued interest amount ...
... higher incentive for the bondholders to exercise their conversion right since the accrued interest is small . As time evolves , Sconu increases since the cost incurred upon conver- sion becomes higher ( due to accrued interest amount ...
Página 131
... Higher Order Moments Yuji Yamada and James A. Primbs * Graduate School of Business Sciences , University of Tsukuba , Tokyo , Japan 112-0012 * Management Science and Engineering , Stanford University , Stanford , CA 94305-4026 Emails ...
... Higher Order Moments Yuji Yamada and James A. Primbs * Graduate School of Business Sciences , University of Tsukuba , Tokyo , Japan 112-0012 * Management Science and Engineering , Stanford University , Stanford , CA 94305-4026 Emails ...
Página 250
... higher stock forecast that warrants an increase in stock weight , which must be accompanied by a reduction in bond weight . If the cross IC is positive , then the higher forecast in stocks also implies a higher actual return in bonds ...
... higher stock forecast that warrants an increase in stock weight , which must be accompanied by a reduction in bond weight . If the cross IC is positive , then the higher forecast in stocks also implies a higher actual return in bonds ...
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