Filling the gaps smoothly Andrey Itkin Tandon School of Engineering, New York University 2nd International Conference on Computational Finance Sept. 2017, Lisbon

Source URL: cemapre.iseg.ulisboa.pt

Society for Computational Economics 19th International Conference on Computing in Economics and Finance Vancouver, BC Canada July, 2013

Source URL: comp-econ.org

Algorithmic Trading and Computational Finance Michael Kearns Computer and Information Science University of Pennsylvania STOC Tutorial

Source URL: www.cis.upenn.edu

Mathematical Challenge August 2016 Algorithmic Differentiation References  [1] Capriotti, LFast Greeks by algorithmic differentiation. The Journal of Computational Finance,

Source URL: www.swissquant.com

Mathematical Challenge August 2016 Algorithmic Differentiation References  [1] Capriotti, LFast Greeks by algorithmic differentiation. The Journal of Computational Finance,

Source URL: www.swissquant.com

poster-flyer_en-2015-web.ai

Source URL: ics.usi.ch

• Computational science
• Applied mathematics
• Science
• Computational engineering
• University of Lugano
• Computational mathematics
• Computer science
• Computational finance
• SIAM Journal on Scientific Computing
• Computational mechanics

Hong Kong Baptist University Faculty of Science Department of Mathematics Title (Units): ORBS 7200 Derivatives (2,2,0) Course Aims: This course introduces computational methods for problems of finance, including mainly t

Source URL: www.math.hkbu.edu.hk

• Mathematical finance
• Options
• BlackScholes model
• Derivative
• BlackScholes equation
• Finance

Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute

Source URL: www.autodiff.org

• Mathematical finance
• Stochastic processes
• Options
• Stochastic calculus
• Equations
• Stochastic differential equation
• Stochastic volatility
• BlackScholes model
• Quantitative analyst
• Volatility
• Geometric Brownian motion
• Computational finance

Innovations in Computer ScienceComputational Complexity and Information Asymmetry in Financial Products∗ (Extended Abstract) 1

Source URL: users.cs.duke.edu

• United States housing bubble
• Mortgage-backed security
• Fixed income securities
• Funds
• Structured finance
• Collateralized debt obligation
• Derivative
• Credit default swap
• Line graph
• Computational complexity theory
• Generalizations of the derivative

scheda-Computational Science-2016.indd

Source URL: ics.usi.ch

• Applied mathematics
• Lugano
• University of Lugano
• Computational science
• Informatics
• Computational finance
• Computer science
• Computational biology
• Advanced Learning and Research Institute
• Computational engineering