| Record ID | marc_columbia/Columbia-extract-20221130-032.mrc:189000377:3435 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-032.mrc:189000377:3435?format=raw |
LEADER: 03435cam a2200661 i 4500
001 15876622
005 20220403003941.0
006 m o d
007 cr cnu---unuuu
008 220111s2016 xx o 000 0 eng d
035 $a(OCoLC)on1291628526
035 $a(NNC)15876622
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019 $a1100454412
020 $a9781003249740$q(electronic bk.)
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020 $a9781135687892$q(e-book)
020 $a1135687897
020 $z1138986682
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024 7 $a10.4324/9781003249740$2doi
035 $a(OCoLC)1291628526$z(OCoLC)1100454412
037 $a9781003249740$bTaylor & Francis
050 4 $aHG6024.A3$bW48 2016eb
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072 7 $aKJ$2bicssc
082 04 $a332.6/45$223
049 $aZCUA
100 1 $aWhite, A. Jay.
245 10 $aPRICING OPTIONS WITH FUTURES-STYLE MARGINING :$ba genetic adaptive neural network approach.
264 1 $a[Place of publication not identified] :$bROUTLEDGE,$c2016.
300 $a1 online resource (1 volume)
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
520 $aFirst Published in 2000. In 1973, options on stock became available on an organized exchange when the Chicago Board of Trade created the Chicago Board Options Exchange (CBOE). Options existed prior to this time, but the contracts lacked standardization and a central exchange. Since that introduction, the options market has experienced tremendous growth and has spawned even more exotic types of derivative securities. Although a great deal of work has been done in the area of option pricing, there still exists a number of problems related to estimating or predicting option prices. The purpose of this study is to utilize Genetic Adaptive Neural Networks (GANNs) to develop a method of pricing futures options with futures-style margining.
545 0 $aAlan White
588 0 $aPrint version record.
650 0 $aOptions (Finance)$xPrices$xMathematical models.
650 0 $aFutures$xMathematical models.
650 0 $aNeural networks (Computer science)
650 2 $aNeural Networks, Computer
650 6 $aOptions (Finances)$xPrix$xModèles mathématiques.
650 6 $aMarchés à terme$xModèles mathématiques.
650 6 $aRéseaux neuronaux (Informatique)
650 7 $aBUSINESS & ECONOMICS$xGeneral.$2bisacsh
650 7 $aFutures$xMathematical models.$2fast$0(OCoLC)fst00936761
650 7 $aNeural networks (Computer science)$2fast$0(OCoLC)fst01036260
650 7 $aOptions (Finance)$xPrices$xMathematical models.$2fast$0(OCoLC)fst01046902
655 4 $aElectronic books.
776 08 $iPrint version:$aWHITE, ALAN.$tPRICING OPTIONS WITH FUTURES-STYLE MARGINING.$d[Place of publication not identified] ROUTLEDGE, 2016$z1138986682$w(OCoLC)957241912
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15876622.001$zTaylor & Francis eBooks
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15876622.002$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS