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CHVÁTALOVÁ, Z. HŘEBÍČEK, J.
Original Title
Computational Finance and Finance Economics with Maple
Type
journal article - other
Language
English
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.
Keywords
Computational finance; finance economics; finance modeling; Maple; portfolio
Authors
CHVÁTALOVÁ, Z.; HŘEBÍČEK, J.
RIV year
2013
Released
31. 5. 2013
Location
USA
ISBN
1998-0140
Periodical
INTERNATIONAL JOURNAL of MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES
Year of study
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" }