This article applies a simple yet powerful LSM approach for approximating the value of American basket options by simulation.The primary objective is to compare basket Index prices derived from different noise processes. As alternatives,the Brownian motion benchmark is compared to noise processes driven...

Taking listed companies in Chengyu Economic Zone as an example, this paper introduces the fuzzy algorithm into support vector machine (SVM), constructing the model of fuzzy support vector machine (FSVM) for Credit risk early-warning, which based on four different kernel functions (linear, polynomial,...

Today, Invest in the stock market has increasingly perfect continuous development, individual investors has gradually become the main force of stock investment, but due to various constraints, individual investors for face of massive investment information, they cannot identify the valuable investment...

In recent years, securities-based crowdfunding has been developed rapidly in China. But investors are facing the risk of information asymmetry, law, financial business, operation and information security. This paper sorts the risks by using FAHP, and shows that: the degree of prominence from high to...

Nowadays, with the integration of network technology and finance, the new Internet financing represented by P2P network credit platform has been developing rapidly, and even appeared a chaotic situation, the industry constantly produces bankruptcy because capital chain rupture, illegal fund raising,...

In the process of China's economic development, small and medium-sized enterprises have been an indispensable part of. In the spring tide in the structural adjustment of enterprises, small and medium-sized enterprise is shouldering the important responsibility of the economic development. However, the...

As China's market-oriented and international level gradually increased, financial institutions, particularly, the securities firm's has faced much more risks which has showing a diverse, volatile trend. Through quantitative analysis methods, used KMV model to analyzes the credit risk of domestic securities...

To study the stimulating effect of loan risk compensation fund for SME loans, loans play a more effective risk compensation mechanism, the paper 2015 cross-sectional data 15 provinces and is calculated using the risk-based approach to verify the compensation fund for SME analysis of the role of loans...

In order to analyze the level of China's western provincial financial agglomeration. In this paper, based on the really situation of western China, by constructing domain Agglomeration Level Measurement of financial evaluation index system of western provinces. using principal component analyze the western...