Rene V. Mayorga
Ph.D., University of Waterloo
M.A.Sc., University of Toronto
B.A.Sc. I.T.E.S.M. Campus Monterrey, Mexico
Tel: (306) 585-4726
Fax: (306) 585-4855
Estimating the Inverse Function of Compound Options Pricing Model Using Artificial Neural Networks (2014-05-20)Compound options are second order derivatives which give their holders the right for exercising over other derivatives. They are options on options. Compound options have many financial applications. Pricing methods for ...
A NOVEL METHOD FOR ESTIMATING THE INVERSE FUNCTION OF BLACK-SCHOLES OPTION PRICING MODEL USING ARTIFICIAL NEURAL NETWORKS (2014-05-20)Black-Scholes (BS) model is a well-known model for pricing options. Option is a derivative financial instrument which gives its owner the right of buying the underlying asset at a pre specified date for a pre specified ...
FORECASTING RETURN VOLATILITY OF CRUDE OIL FUTURE PRICES USING ARTIFICIAL NEURAL NETWORKS; BASED ON INTRA MARKETS VARIABLES AND FOCUS ON THE SPECULATION ACTIVITY (2014-05-15)Considering the strong linkages between commodity and equity markets during the few past years, the motivation of the study in this Chapter is to forecast the crude oil future prices return volatilities of based on the ...