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
... similar as their calculation is based on similar financial elements : the forecast of the future sales for SVA and the forecast of the future operating cash flow for EVA . Time Market Size ( NPS ) Market Growth % Market Share Total ...
... similar as their calculation is based on similar financial elements : the forecast of the future sales for SVA and the forecast of the future operating cash flow for EVA . Time Market Size ( NPS ) Market Growth % Market Share Total ...
Página 75
... similar manner and to a similar accu- racy . However , in the case of the barrier option , we found that the mean square optimal hedge was superior to the delta hedge , especially close to the barrier . Overall , the results in- dicate ...
... similar manner and to a similar accu- racy . However , in the case of the barrier option , we found that the mean square optimal hedge was superior to the delta hedge , especially close to the barrier . Overall , the results in- dicate ...
Página 167
... similar results ( i.e. , non - standard hybrid mechanism designs being optimal ) are also given when similar experiments are performed using a different trader algo- rithm , namely Gode & Sunder's ZI - C traders . Thus , this paper is ...
... similar results ( i.e. , non - standard hybrid mechanism designs being optimal ) are also given when similar experiments are performed using a different trader algo- rithm , namely Gode & Sunder's ZI - C traders . Thus , this paper is ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
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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