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 35
... look into the details of the calculation of the financial indicators , as they are based on different calculation of the cash flow . Notice that SVA and OVA definitions of the cash flow are very close to each other , while the cash flow ...
... look into the details of the calculation of the financial indicators , as they are based on different calculation of the cash flow . Notice that SVA and OVA definitions of the cash flow are very close to each other , while the cash flow ...
Página 44
... Look at Dividend Yields . Journal of Business , 68 : 483-508 , 1995 . [ 8 ] R. F. Stambaugh . Predictive Regressions . Journal of Financial Economics , 54 : 375-421 , 1999 . [ 9 ] A. Goyal , and I. Welch . The Myth of Predictability ...
... Look at Dividend Yields . Journal of Business , 68 : 483-508 , 1995 . [ 8 ] R. F. Stambaugh . Predictive Regressions . Journal of Financial Economics , 54 : 375-421 , 1999 . [ 9 ] A. Goyal , and I. Welch . The Myth of Predictability ...
Página 90
... look at the implied volatility backed out from market price . As we can see , the implied volatility differs significantly across the exercise prices . There is an apparent trend that implied volatility decreases monotonically as the ...
... look at the implied volatility backed out from market price . As we can see , the implied volatility differs significantly across the exercise prices . There is an apparent trend that implied volatility decreases monotonically as the ...
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