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IEEESCC
2006
IEEE
13 years 11 months ago
Develop Service Oriented Finance Business Processes: A Case Study in Capital Market
Current business process development is a process that needs to apply software development principles and at the same time incorporate the special requirements of service oriented...
Aries Tao Tao, Jian Yang
IDEAL
2000
Springer
13 years 8 months ago
Applying Independent Component Analysis to Factor Model in Finance
Factor model is a very useful and popular model in finance. In this paper, we show the relation between factor model and blind source separation, and we propose to use Independent ...
Siu-Ming Cha, Lai-Wan Chan

Book
3101views
15 years 3 months ago
Steven Shreve: Stochastic Calculus and Finance
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Prasad Chalasani, Somesh Jha
ANOR
2010
123views more  ANOR 2010»
13 years 5 months ago
Robust portfolios: contributions from operations research and finance
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
Frank J. Fabozzi, Dashan Huang, Guofu Zhou
FPL
2008
Springer
153views Hardware» more  FPL 2008»
13 years 6 months ago
FPGA acceleration of quasi-Monte Carlo in finance
Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...
Nathan A. Woods, Tom VanCourt