Pricing Options with Futures-style Margining: A Genetic Adaptive Neural Network Approach

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Taylor & Francis, 2000 - 206 pages
First Published in 2000. Routledge is an imprint of Taylor & Francis, an informa company.

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Contents

Organization
7
Option Pricing Using Analytical Methods
21
Interest Rate Derivative Securities
46
Empirical Studies
59
CHAPTER III Methodology and Data
65
Results
115
Conclusions and Suggestions for Future
187
Bibliography
193
Author Index
201
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Page 197 - Bond rating: a non-conservative application of neural networks.", Proceedings of the IEEE International Conference on Neural Networks, San Diego, pp.443-450, 1988.

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