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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... losses or when the firm becomes in- solvent with liabilities disproportionate to the assets . Causes and symptoms that are recognized to cause financial distress include poor management , autocratic leaders and difficulties to operate ...
... losses or when the firm becomes in- solvent with liabilities disproportionate to the assets . Causes and symptoms that are recognized to cause financial distress include poor management , autocratic leaders and difficulties to operate ...
Página 23
... Loss 1 Probability 0.8 Payoff > 0 Expected Expected Loss Opportunity Loss 0.6 0.4 0.2 0 -2 -1 -D * 0 D * 1 2 d Figure 3.4 Tradeoffs of Losses = P [ N > -d ] = P [ N > D ' ] = 0.39 where N is standard normal distribution Because V is ...
... Loss 1 Probability 0.8 Payoff > 0 Expected Expected Loss Opportunity Loss 0.6 0.4 0.2 0 -2 -1 -D * 0 D * 1 2 d Figure 3.4 Tradeoffs of Losses = P [ N > -d ] = P [ N > D ' ] = 0.39 where N is standard normal distribution Because V is ...
Página 419
... loss level set on the basis of a minute before the price . The Entry Losscut ( ELC ) means the stop loss level set on the basis of the entry price . The High - TPE Losscut ( HLC ) means the stop loss level set on the basis of the ...
... loss level set on the basis of a minute before the price . The Entry Losscut ( ELC ) means the stop loss level set on the basis of the entry price . The High - TPE Losscut ( HLC ) means the stop loss level set on the basis of 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