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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... factors ( Rubinstein 1985 ) which are difficult , if not impossible to incorporate into a model . It is a daunting task to come up with a theoretical model that takes into account all of the factors that determine option prices . The ...
... factors ( Rubinstein 1985 ) which are difficult , if not impossible to incorporate into a model . It is a daunting task to come up with a theoretical model that takes into account all of the factors that determine option prices . The ...
Página 90
... Factor Analysis Factor Analysis is an interdependence analysis used to determine the relationships among the different measures . The sixty - one measures created from the transaction data were derived to expand the original source ...
... Factor Analysis Factor Analysis is an interdependence analysis used to determine the relationships among the different measures . The sixty - one measures created from the transaction data were derived to expand the original source ...
Página 107
... factors that A. M. Best discusses in its explanation of its rating system . The results indicate that company ratings are largely determined by company size and cash flow . Us- ing tree modeling with only a few quantitative factors ...
... factors that A. M. Best discusses in its explanation of its rating system . The results indicate that company ratings are largely determined by company size and cash flow . Us- ing tree modeling with only a few quantitative factors ...
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