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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... objects to represent its knowledge of mathematics and programming . The objects parallel the way that experts think about scientific computing so that design choices can be presented in appropriate terms and in a logical order . For ...
... objects to represent its knowledge of mathematics and programming . The objects parallel the way that experts think about scientific computing so that design choices can be presented in appropriate terms and in a logical order . For ...
Página 25
... objects to represent the personification of all end - users including Traders , Quantitative Analysts and 3 - levels of Risk Managers ( Operational , Tactical , Strategic ) . Each of these interface objects represents the specific needs ...
... objects to represent the personification of all end - users including Traders , Quantitative Analysts and 3 - levels of Risk Managers ( Operational , Tactical , Strategic ) . Each of these interface objects represents the specific needs ...
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... object to the Server Access Manager object . The Server Access Manager then queries the Trader Database with the message Get VaR Limits . These limits would be set and adjusted by an Operational Risk Manager in the organization . As the ...
... object to the Server Access Manager object . The Server Access Manager then queries the Trader Database with the message Get VaR Limits . These limits would be set and adjusted by an Operational Risk Manager in the organization . As the ...
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