Publication result detail

Computational Finance and Finance Economics with Maple

CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.

Original Title

Computational Finance and Finance Economics with Maple

English Title

Computational Finance and Finance Economics with Maple

Type

Peer-reviewed article not indexed in WoS or Scopus

Original Abstract

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.

English abstract

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.

Keywords

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

Key words in English

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

Authors

CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.

RIV year

2014

Released

31.05.2013

Location

USA

ISBN

1998-0140

Periodical

INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES

Volume

7

Number

1

State

United States of America

Pages from

541

Pages to

550

Pages count

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"
}