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 20
... investment worthwhile . We can interpret this right as a call option . The numerical example illustrates its value . Table 2.2 displays the project's present value of future cash flow . V is assumed to be normally distributed with mean ...
... investment worthwhile . We can interpret this right as a call option . The numerical example illustrates its value . Table 2.2 displays the project's present value of future cash flow . V is assumed to be normally distributed with mean ...
Página 21
... investment to obtain new information , we know this value is just same as the defer option for the investment . Moreover , the value is also equal to the expected value of perfect information ( EVPI ) for this investment opportunity [ 2 ] ...
... investment to obtain new information , we know this value is just same as the defer option for the investment . Moreover , the value is also equal to the expected value of perfect information ( EVPI ) for this investment opportunity [ 2 ] ...
Página 405
... Investment strategies using moving averages A basic approach to use moving averages in investment management is to identify which term of price trend the in- vestor wishes to monitor . Typically , there are four kinds . of basic trends ...
... Investment strategies using moving averages A basic approach to use moving averages in investment management is to identify which term of price trend the in- vestor wishes to monitor . Typically , there are four kinds . of basic trends ...
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