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 109
... usually at a lower coupon rate . Most convertible bonds have the call pro- vision that could be used by the issuer to manage the debt - equity ratio of his company . Upon issuer's call , the holder can either redeem the bond at the call ...
... usually at a lower coupon rate . Most convertible bonds have the call pro- vision that could be used by the issuer to manage the debt - equity ratio of his company . Upon issuer's call , the holder can either redeem the bond at the call ...
Página 139
... usually divided over two fundamental issues . They are respectively what consti- tutes and how risk affects security returns . For instance , the CAPM model was structured on the belief that relevant risk measure is related to just one ...
... usually divided over two fundamental issues . They are respectively what consti- tutes and how risk affects security returns . For instance , the CAPM model was structured on the belief that relevant risk measure is related to just one ...
Página 411
... usually exhibits non - stationarity , namely the price level of a stock can be postulated as an accumulated process of some stationary stochastic process . In fact , if we resort to the statistical hypothesis testing pro- cedures ( unit ...
... usually exhibits non - stationarity , namely the price level of a stock can be postulated as an accumulated process of some stationary stochastic process . In fact , if we resort to the statistical hypothesis testing pro- cedures ( unit ...
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