Concept

Mathématiques financières

Publications associées (72)

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Learning Finance with Games: An Empirical Study

Sandy Ingram, Rania Islambouli

This paper presents an empirical case study on applying game-based learning in an undergraduate finance course. The paper describes the experimental study context, protocol, and results. Using multivariate regression analysis, a significant game effect on ...

IEEE2021

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Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately and in real-time. ...

2020

Options are some of the most traded financial instruments and computing their price is a central task in financial mathematics and in practice. Consequently, the development of numerical algorithms for pricing options is an active field of research. In gen ...

EPFL2019

In this chapter, we discuss the methodology beyond the mathematical modeling of solar water-splitting cells. In particular, we focus on the governing mathematical equations and relationships at the continuum level for mass, energy, light, and species trans ...

Royal Society of Chemistry2018

Integrating discrete choice models in mixed integer linear programming to capture the interactions between supply and demand

Michel Bierlaire, Shadi Sharif Azadeh, Virginie Janine Camille Lurkin, Meritxell Pacheco Paneque, Bernard Gendron

The integration of discrete choice models in mixed integer linear programming (MILP) is appealing to operators and policy makers (the supply) because it provides a better understanding of the preferences of customers (the demand) while planning for their ...

2018

Visual Analytics of Single Cell Microscopy Data Using a Collaborative Immersive Environment

Sarah Irene Brutton Kenderdine

Understanding complex physiological processes demands the integration of diverse insights derived from visual and quantitative analysis of bio-image data, such as microscopy images. This process is currently constrained by disconnects between methods for i ...

ASSOC COMPUTING MACHINERY2018

The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications

Alfio Quarteroni, Andrea Manzoni, Christian Vergara

Mathematical and numerical modelling of the cardiovascular system is a research topic that has attracted remarkable interest from the mathematical community because of its intrinsic mathematical difficulty and the increasing impact of cardiovascular diseas ...

Cambridge Univ Press2017

A Simple Body-limb Coordination Model that Mimics Primitive Tetrapod Walking

Auke Ijspeert, Shura Suzuki

The coordination of body and limbs motions contributes to effective propulsion in limed locomotion. However, there is lack of understanding that characterizes the mechanism underlying the body-limb coordination. The aim of this study involves clarifying th ...

IEEE2017

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The growth-optimal portfolio is designed to have maximum expected log-return over the next rebalancing period. Thus, it can be computed with relative ease by solving a static optimization problem. The growth-optimal portfolio has sparked fascination among ...

Informs2016

Quadratic variance swap models

Damir Filipovic, Loriano Mancini

We introduce a novel class of term structure models for variance swaps. The multivariate state process is characterized by a quadratic diffusion function. The variance swap curve is quadratic in the state variable and available in closed form, greatly faci ...

Elsevier2016