Jean Lai, Chairman of IEEE (HK) CI Chapter, said, "Thanks to the keen supports of the Executive Committee members of the IEEE (HK) CI Chapter and the
Computational Finance and Economics Technical Committee ('CFETC') of the Computational Intelligence Society ('CIS'"),and the wonderfulworking experience with GES, the SecondComputational FinanceCompetition will be held again this year.
Kolman M (2017) Pricing credit using the PDE techniques, Advanced Methods of
Computational Finance, Jiri Malek et al., Oeconomica, 13-35.
Monte Carlo evaluation of sensitivities in
computational finance, Tech.
Specialists in
computational finance survey recent developments in the field for readers in finance or in academia and even readers in engineering, technology, and science.
Meanwhile, computational advertising has become a field of study at universities including Stanford, joining majors like
computational finance and financial engineering that emerged in the '90s.
They cover a new theoretical framework to price the equity of hedge funds that fits well the first four moments of the distribution of real returns in a sample of over a thousand hedge funds; rough-paths based numerical algorithms in
computational finance; the different classes of hedge funds, the models used both for management and for risk control, and other aspects of hedge funds; and the most widely used credit derivatives and the most relevant approaches and models used in the financial sectors: structural default, intensity-based, reduced-form, and hybrid models that combine the advantages of structural and intensity based models.
RTD Tango gives algorithmic traders a programming environment that they can use to design and deploy their own proprietary trading strategies, while the MATLAB product family allows users to perform many
computational finance tasks, including backtesting, pricing, time-series analysis, risk modeling and optimising Tango strategies.
Editorial covers such areas as accounting/finance, asset pricing, banking/finance, capital markets/finance,
computational finance, corporate finance, derivatives, portfolio analysis, regulation, systemic risk and stock market analysis, among others.
SCIFINANCE is also used in university classes in
computational finance.
Risk Publications produces related magazines, newsletters and books, including such titles as Journal of
Computational Finance and Euro.