Title :
Computational Finance
Author :
Yingsaeree, Chaiyakorn ; Nuti, Giuseppe ; Treleaven, Philip
Author_Institution :
UK Centre for Financial Comput., London, UK
Abstract :
Banks and investment funds are increasingly basing their competitiveness on the quality of their quantitative technology, including programming techniques, analytical methods, and applications such as financial forecasting, option pricing, and risk management, which are all essential elements of the field of computational finance.
Keywords :
financial data processing; pricing; analytical methods; computational finance; financial forecasting; investment funds; option pricing; quantitative technology; risk management; Analytical models; Biological system modeling; Classification algorithms; Computational modeling; Finance; Mathematical model; Numerical models; Computational finance; Computer modeling; Data mining; Finance; Machine learning;
DOI :
10.1109/MC.2010.343
