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Lecture Notes
351views
15 years 6 months ago
Financial Theory 1
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions Investment for the Long Run, Te...
Paul Söderlind

Lecture Notes
445views
15 years 6 months ago
Macro 2
These notes cover several topics such as Money Demand (and some Supply), The Price of Money, Derivations of the Pricing Relations, Money and Sticky Prices: A First Look, Money in M...
Paul Söderlind

Lecture Notes
516views
15 years 6 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele
CCGRID
2004
IEEE
13 years 11 months ago
Privacy-preserving association rule mining in large-scale distributed systems
Data privacy is a major concern that threatens the widespread deployment of Data Grids in domains such as health-care and finance. We propose a unique approach for obtaining knowl...
Assaf Schuster, Ran Wolff, Bobi Gilburd
CEC
2005
IEEE
14 years 1 months ago
A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
Jin Suk Kim, Suk Joon Byun