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Book
518views
15 years 8 months ago
Convex Optimization
Book web site includes links to a full course, software, and other material.
Stephen Boyd, Lieven Vandenberghe
EOR
2008
81views more  EOR 2008»
13 years 9 months ago
Investment volatility: A critique of standard beta estimation and a simple way forward
Beta is a widely used quantity in investment analysis. We review the common interpretations that are applied to beta in finance and show that the standard method of estimation
Chris Tofallis
FS
2006
200views more  FS 2006»
13 years 9 months ago
A counter-example to an option pricing formula under transaction costs
In the paper by Melnikov and Petrachenko `On option pricing in binomial market with transaction costs,' Finance Stoch. 9 (2005), 141
Alet Roux, Tomasz Zastawniak
AHS
2007
IEEE
277views Hardware» more  AHS 2007»
14 years 4 months ago
Maxwell - a 64 FPGA Supercomputer
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...
Robert Baxter, Stephen Booth, Mark Bull, Geoff Caw...
FINANCECOM
2007
Springer
209views Finance» more  FINANCECOM 2007»
14 years 4 months ago
Information Risk in Financial Institutions: Field Study and Research Roadmap
Abstract. Large financial firms with thousands of employees face many challenges ensuring workers have access to the right information, yet controlling access to unneeded data. We ...
Sara Sinclair, Sean W. Smith, Stephanie Trudeau, M...