Artificial Neural Networks for Valuation of Financial Derivatives and Customized Option Embedded Contracts

Topics:
Investment and Capital Markets
Tags:
Finance,
Financial,
Financial Accounting,
Investment,
Network,
Neural Network,
Pricing Strategy,
University Of Cyprus,
Valuation
Source:
University of Cyprus

FREE Registration is required

Overview: In this paper a proposal and test valuation methodology for improving the efficiency of contingent claims pricing using Artificial Neural Networks (ANN). A contingent claim is by now a standard method for pricing under uncertainty nonlinear (option embedded) contracts, for both financial options (standardized or customized) and real (investment) opportunities. The method in this paper improves the efficiency of valuation and financial decision-making dramatically. It can be used by financial institutions for real time pricing of customized options and investment contracts with guarantees, and valuation under uncertainty of new ventures and the related growth financing instruments.

(Is this item miscategorized? Does it need more tags? Let us know.)

Format: PDF | Size: 245KB | Date: May 2001 | Pages: 38

People who downloaded this item also downloaded

White Paper Basic Strategies For Successful With Stock Market Investing
White Paper Investing In Healthcare: Healthcare Opportunities For Individuals, Private Equity
White Paper Option Pricing With Levy-Stable Process

Top results from Investment and Capital Markets

White Paper Risk Analysis and Capital Adequacy of Hedge Funds
White Paper On the Performance of Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds
White Paper Intermediary Risk In The Indirect Holding System For Securities
White Paper Hedge Funds & Listed Options: Portfolio Management Strategies
White Paper European Asset Management Industry Set for Slower Profit Growth, According to Oliver, Wyman & Company and UBS Warburg

» View all Investment and Capital Markets listings

advertisement
advertisement
  • Click Here
  • Click Here
  • Click Here
advertisement

Returning users: Log In Here!

Already registered on BNET, TechRepublic, or ZDNet? Simply log in.

Free Membership: Sign Up Now!

Sign up for a free membership today and get instant and unlimited access to one of the largest databases of white papers, webcasts, and casestudies anywhere. Your FREE membership allows you to:

  • Download an unlimited amount of content, including classic and current white papers, case studies, webcasts and more
  • Track content on your chosen topics of interest
  • Receive targeted email alerts when your favorite content is added
  • Save content for future reading
  • Receive our member newsletter

When you register to access this directory, you become a member of BNET. In addition, you allow us to share your information with companies that produce products or services featured in the library--so that such companies may contact you with information and offers regarding their products and services. This enables us to keep the library a free service. As a directory registrant, you will receive a complimentary subscription to the BNET member newsletter, The BNET Report. You can unsubscribe from this newsletter at any time. By clicking the Sign up button, you indicate that you agree to our Terms and Conditions and have read and understand our Privacy Policy (updated).