Workshop on Computational Finance and Business Intelligence

  • Yong Shi
  • Shouyang Wang
  • Xiaotie Deng
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5102)

Abstract

The workshop focus on computational science aspects of asset/derivatives pricing & financial risk management that relate to business intelligence. It will include but not limited to modeling, numeric computation, algorithmic and complexity issues in arbitrage, asset pricing, future and option pricing, risk management, credit assessment, interest rate determination, insurance, foreign exchange rate forecasting, online auction, cooperative game theory, general equilibrium, information pricing, network band witch pricing, rational expectation, repeated games, etc.

Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Yong Shi
    • 1
    • 2
  • Shouyang Wang
    • 3
  • Xiaotie Deng
    • 4
  1. 1.Research Center on Fictitious Economy and Data SciencesChinese Academy of SciencesBeijingChina
  2. 2.College of Information Science and TechnologyUniversity of Nebraska at OmahaOmahaUSA
  3. 3.Academy of Mathematical and System SciencesChinese Academy of SciencesBeijingChina
  4. 4.Department of Computer ScienceCity University of Hong KongKowloon , Hong Kong

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