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 86
... open interest and the largest trading volume in all options traded on the Chicago Board Options Exchange ( CBOE ) . Unlike The EMM bears the same features of the indirect inference method ; the two methods are interchangeable in this ...
... open interest and the largest trading volume in all options traded on the Chicago Board Options Exchange ( CBOE ) . Unlike The EMM bears the same features of the indirect inference method ; the two methods are interchangeable in this ...
Página 206
... interest rates differentials only in normal times , that is if there were no ... interest rate differentials is confirmed to be nonlinear , with marginal effects ... Open Economies Review Ullah A. Roy , N , ( 1998 ) , Nonparametric and ...
... interest rates differentials only in normal times , that is if there were no ... interest rate differentials is confirmed to be nonlinear , with marginal effects ... Open Economies Review Ullah A. Roy , N , ( 1998 ) , Nonparametric and ...
Página 384
... Interest Rate , 1971-2000 Nonlinear OLS Parameter Estimates of equation ( 2 ) ... interest rate effect : momentum strategies are substantially stronger in ... open questions require further investigation : ( 1 ) does momentum investing ...
... Interest Rate , 1971-2000 Nonlinear OLS Parameter Estimates of equation ( 2 ) ... interest rate effect : momentum strategies are substantially stronger in ... open questions require further investigation : ( 1 ) does momentum investing ...
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