65 search results - page 5 / 13 » Computational Finance |
ANOR
2006
13 years 7 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Lecture Notes
These notes cover several topics such as Interest Rate Calculations, More Details on Bond Conventions, Bond Portfolios, Basic Option Pricing, The Binomial Option Pricing Model, The...
Book
Book web site includes links to a full course, software, and other material.
ACMICEC
2007
ACM
13 years 11 months ago
2007
ACM
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
AHS
2007
IEEE
14 years 1 months ago
2007
IEEE
We present the initial results from the FHPCA Supercomputer project at the University of Edinburgh. The project has successfully built a general-purpose 64 FPGA computer and porte...