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 107
... operating performance of an insurer relative to standards established by the A.M. Best Company . " In the preface to its ratings book , Best describes the process it uses to arrive at ratings [ Bes94a , Bes94b ] . They claim that over ...
... operating performance of an insurer relative to standards established by the A.M. Best Company . " In the preface to its ratings book , Best describes the process it uses to arrive at ratings [ Bes94a , Bes94b ] . They claim that over ...
Página 109
... Operating Gain to total assets Net Operating Gain to total revenue Return on Equity Net Yield Total Return Current Liquidity Field Name Contents OFLOW Operating Cash Flow QLIQUID Quick Liquidity LIQUID NIB.CAP DLM.CAP COM.ST AFI.CAP Non ...
... Operating Gain to total assets Net Operating Gain to total revenue Return on Equity Net Yield Total Return Current Liquidity Field Name Contents OFLOW Operating Cash Flow QLIQUID Quick Liquidity LIQUID NIB.CAP DLM.CAP COM.ST AFI.CAP Non ...
Página 111
... operating gain , before taxes , as a percentage of prior year admitted assets . Most of the curves are overlapped , but the low ranked B + and B ++ companies stand out by having slightly higher values . It is interesting that a higher ...
... operating gain , before taxes , as a percentage of prior year admitted assets . Most of the curves are overlapped , but the low ranked B + and B ++ companies stand out by having slightly higher values . It is interesting that a higher ...
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