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 25
... Valuation Update Portfolio's VaR Profile Read Historical Prices Risk Manager Application Display a Trader's VaR Profile Find Portfolio's VaR Read Statistics Organizational Fit - A services approach allows application components to be ...
... Valuation Update Portfolio's VaR Profile Read Historical Prices Risk Manager Application Display a Trader's VaR Profile Find Portfolio's VaR Read Statistics Organizational Fit - A services approach allows application components to be ...
Página 26
... Valuation Model Manager to perform the required valuation for the financial instrument in the current transaction . This is accomplished with the Figure 3 - Object Message Diagram for the " Initiate Trade " User Service Trade Execution ...
... Valuation Model Manager to perform the required valuation for the financial instrument in the current transaction . This is accomplished with the Figure 3 - Object Message Diagram for the " Initiate Trade " User Service Trade Execution ...
Página 260
... valuation model which simulates the next period's portfolio values . The difference between the scenario of predicted portfolio values and the previous period's value is represented as a profit / loss distribution . Additionally , a ...
... valuation model which simulates the next period's portfolio values . The difference between the scenario of predicted portfolio values and the previous period's value is represented as a profit / loss distribution . Additionally , a ...
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