Detail publikačního výsledku

Computational Finance and Finance Economics with Maple

CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.

Originální název

Computational Finance and Finance Economics with Maple

Anglický název

Computational Finance and Finance Economics with Maple

Druh

Článek recenzovaný mimo WoS a Scopus

Originální abstrakt

The paper introduces the use of several chosen Maple software finance application tools - specific examples from the Applications Center of the Canadian company Maplesoft . There are discussed the possibilities that Maple environment offers. The paper introduces also essential information about computational finance and the theory of portfolios of securities and presents how to use the Maple tools for the computation of the efficient frontier and optimal utility of a portfolio of three securities from the Prague Stock Exchange.

Anglický abstrakt

The paper introduces the use of several chosen Maple software finance application tools - specific examples from the Applications Center of the Canadian company Maplesoft . There are discussed the possibilities that Maple environment offers. The paper introduces also essential information about computational finance and the theory of portfolios of securities and presents how to use the Maple tools for the computation of the efficient frontier and optimal utility of a portfolio of three securities from the Prague Stock Exchange.

Klíčová slova

Computational finance; finance economics; finance modeling; Maple; portfolio

Klíčová slova v angličtině

Computational finance; finance economics; finance modeling; Maple; portfolio

Autoři

CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.

Rok RIV

2014

Vydáno

31.05.2013

Místo

USA

ISSN

1998-0140

Periodikum

INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES

Svazek

7

Číslo

1

Stát

Spojené státy americké

Strany od

541

Strany do

550

Strany počet

10

BibTex

@article{BUT100441,
  author="Zuzana {Chvátalová} and Jiří {Hřebíček}",
  title="Computational Finance and Finance Economics with Maple",
  journal="INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES",
  year="2013",
  volume="7",
  number="1",
  pages="541--550",
  issn="1998-0140"
}