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 50
... stock prices always reflect everything known about a company's prospect and the direction of the economy , so individuals cannot beat the market . After the stock market crash of 1987 , a growing number say it is not necessarily so ...
... stock prices always reflect everything known about a company's prospect and the direction of the economy , so individuals cannot beat the market . After the stock market crash of 1987 , a growing number say it is not necessarily so ...
Página 55
... Pricing Theory , " Management International Review , 27 , pp . 13-22 . Cross , F. ( Nov. - Dec , 1973 ) , " The Behavior of Stock Prices on Fridays and Mondays , " Financial Analyst Journal , 29 , pp . 67-69 . Eun , C. and S. Shim ...
... Pricing Theory , " Management International Review , 27 , pp . 13-22 . Cross , F. ( Nov. - Dec , 1973 ) , " The Behavior of Stock Prices on Fridays and Mondays , " Financial Analyst Journal , 29 , pp . 67-69 . Eun , C. and S. Shim ...
Página 131
... stock price fluctuates significantly . 4.2 Geometric Brownian motion In this subsection we give the price of the hindsight allocation option for the classical con- tinuous time Black - Scholes market model with one stock and one bond ...
... stock price fluctuates significantly . 4.2 Geometric Brownian motion In this subsection we give the price of the hindsight allocation option for the classical con- tinuous time Black - Scholes market model with one stock and one bond ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
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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
Adaptive RPCL-CLP analysis applications approach Artificial Neural Networks attributes average Black/Scholes bootstrap calculated call market classification cluster companies computed correlation dimension currency data set days to expiration decision defined described determine deterministic distribution dynamical systems economic efficient equation estimate evaluation example exchange rate factors Figure financial ratios financial time series forecasting future futures contracts fuzzy set GEMGA Genetic Algorithms IEEE implementation implied volatilities Index Prices indices input interest rate Journal Kalman filter layer linear linear regression local volatility MACD mathematical models Mean-Filtered measure method Moneyness neural network node nonlinear open-to-open optimization option prices option valuation output paper patterns performance prediction private ECU problem random Recon regression model residual returns RMSVE rules sample selection simulation standard deviation statistical stochastic Stock Exchange stock market stock market index structure techniques University variables vector volatility function