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 |
Dentro del libro
Resultados 1-3 de 56
Página ix
... University , Port Jefferson , NY , USA Robert Marks II Prof. of Electrical Engineering University of Washington , Seattle , WA , USA Program Committee Co - Chairs : Alan Tucker , Ph.D. Assoc . Professor of Finance Pace University and Co ...
... University , Port Jefferson , NY , USA Robert Marks II Prof. of Electrical Engineering University of Washington , Seattle , WA , USA Program Committee Co - Chairs : Alan Tucker , Ph.D. Assoc . Professor of Finance Pace University and Co ...
Página xi
... University , A.B. Freeman School of Business , USA 1 High Performance Algorithms for Lattice - based Derivative Pricing Models ~ W. Li - University of Rochester , USA , D. Chen - Lehman Brothers , Inc. , USA 7 • Numerical Options Models ...
... University , A.B. Freeman School of Business , USA 1 High Performance Algorithms for Lattice - based Derivative Pricing Models ~ W. Li - University of Rochester , USA , D. Chen - Lehman Brothers , Inc. , USA 7 • Numerical Options Models ...
Página xiii
... University , Canada 157 Foreign Exchange Option Symmetry Based on Domestic - Foreign Payoff Invariance ~ V. Kholodnyi - Integrated Energy Services , USA , J. Price - Maharishi University of Management , USA .. 164 Skewness and Kurtosis ...
... University , Canada 157 Foreign Exchange Option Symmetry Based on Domestic - Foreign Payoff Invariance ~ V. Kholodnyi - Integrated Energy Services , USA , J. Price - Maharishi University of Management , USA .. 164 Skewness and Kurtosis ...
Contenido
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Genetic Regression | 1 |
Review Papers | 4 |
High Performance Algorithms for Latticebased Derivative Pricing Models W Li University | 7 |
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
A.M. Best abstract payoff analysis approximation autocorrelation average backpropagation barrier option Bermudan call and put coefficients companies components Computer data mining data set database decision delta-hedging denote derivative distribution dynamics equation error estimate evaluate example exchange rate expert filter financial time series forecasting foreign exchange market FOREIGN EXCHANGE OPTION fraudulent function future fuzzy G G G GARCH Gaussian Genetic Algorithms hedging implied volatility input Journal Kelvin transform kurtosis layer linear mathematical models mean measure method neural network nodes nonlinear operator optimization option pricing output parameters performance period polynomial portfolio prediction predictor price change problem profit put options ratio regression returns risk management sample SCINAPSE Sharpe ratio simulation skewness specific statistical stochastic strategy techniques template test set ticks time-scales training set transaction costs transform tree modeling trigonometric polynomial true price underlying validation set variables variance vector volatility wavelet zero