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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... measured by PD ) and the trans- action characteristics that affect the loss severity in the event of default ( as ... measuring PD to banking supervisors . In the literature on credit risk models , several ap- proaches for modeling ...
... measured by PD ) and the trans- action characteristics that affect the loss severity in the event of default ( as ... measuring PD to banking supervisors . In the literature on credit risk models , several ap- proaches for modeling ...
Página 284
... Measuring Mutual Fund Performance with Characteristic- Based Benchmarks . Journal of Finance 52 ( 3 ) 1035 1058 , 1997 . [ 6 ] Hartigan , J. A. Clustering Algorithms New York : Wiley , 1975 . [ 7 ] Jensen , M. C. The Performance of ...
... Measuring Mutual Fund Performance with Characteristic- Based Benchmarks . Journal of Finance 52 ( 3 ) 1035 1058 , 1997 . [ 6 ] Hartigan , J. A. Clustering Algorithms New York : Wiley , 1975 . [ 7 ] Jensen , M. C. The Performance of ...
Página 429
... measuring volatility is in itself more of an art than science . There is no clear agreement as to what measure of ... measured over a sliding window the length of the number of days left to the expiry . For example , if an option has ...
... measuring volatility is in itself more of an art than science . There is no clear agreement as to what measure of ... measured over a sliding window the length of the number of days left to the expiry . For example , if an option has ...
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