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DERMA : A DISTRIBUTED ENTERPRISE RISK MANAGEMENT ARCHITECTURE M.P. Schaller and A.F. Vaz Financial Engineering Research Group Dept. of Electrical Engineering & Computer Engineering McMaster University Hamilton , Ontario , CANADA L8S 4L7 ...
DERMA : A DISTRIBUTED ENTERPRISE RISK MANAGEMENT ARCHITECTURE M.P. Schaller and A.F. Vaz Financial Engineering Research Group Dept. of Electrical Engineering & Computer Engineering McMaster University Hamilton , Ontario , CANADA L8S 4L7 ...
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2.0 DERMA and Risk Management Decision Making DERMA utilizes J.P. Morgan's RiskMetrics TM framework [ 3 ] for the valuation of risk within an organization . The objective of the framework is to provide a value in dollars known as the ...
2.0 DERMA and Risk Management Decision Making DERMA utilizes J.P. Morgan's RiskMetrics TM framework [ 3 ] for the valuation of risk within an organization . The objective of the framework is to provide a value in dollars known as the ...
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manner in which it is delivered should facilitate immediate and highly focused risk management decisions . At the tactical level above , DERMA supports Quantitative Analysts and Tactical Risk Managers . The decisions made by these ...
manner in which it is delivered should facilitate immediate and highly focused risk management decisions . At the tactical level above , DERMA supports Quantitative Analysts and Tactical Risk Managers . The decisions made by these ...
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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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Otras ediciones - Ver todas
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
actual adaptive algorithm analysis applications approach approximation assume average companies Computer condition considered contains corresponding database decision defined dependent derivative described determine developed distribution dynamics Economics effects equation error estimate example expert Figure filter forecasting foreign exchange function future fuzzy genetic given hedging indicators input Journal learning linear mathematical mean measure method neural network nodes nonlinear normal observed obtained operator optimization option output parameters particular patterns payoff performance period portfolio position possible prediction presented probability problem profit random ratio References relationship represents returns risk rules sample selection shown shows simulation space specific standard statistical structure Table techniques trading transaction transform tree underlying University validation variables volatility wavelet
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 10 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |