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 160
... denote the set of pos- itive real functions defined on the time scale [ 0 , T ] . The symbol S ( ) Є C + [ 0 , T ] denotes the entire sample path of the stock between time zero and maturity . The symbol A € C + [ 0 , T ] denotes the ...
... denote the set of pos- itive real functions defined on the time scale [ 0 , T ] . The symbol S ( ) Є C + [ 0 , T ] denotes the entire sample path of the stock between time zero and maturity . The symbol A € C + [ 0 , T ] denotes the ...
Página 165
... Denote by S , > 0 the price of ( one unit ) of the ( only ) underlying security at time 7 in T. Whenever no ambiguity is likely , we will write S in place of S. Denote by II the space of all real - valued functions on the set of ...
... Denote by S , > 0 the price of ( one unit ) of the ( only ) underlying security at time 7 in T. Whenever no ambiguity is likely , we will write S in place of S. Denote by II the space of all real - valued functions on the set of ...
Página 169
... denote the value of the down and in barrier option and the down and out barrier option in currency ƒ on currency d by Df ( Eb , bƒ , Eo.gƒ ) . Similarly , we denote the value of the up and in barrier option and the up and out barrier ...
... denote the value of the down and in barrier option and the down and out barrier option in currency ƒ on currency d by Df ( Eb , bƒ , Eo.gƒ ) . Similarly , we denote the value of the up and in barrier option and the up and out barrier ...
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