| dbo:abstract |
Computational finance is a branch of applied computer science that deals with problems of practical interest in finance. Some slightly different definitions are the study of data and algorithms currently used in finance and the mathematics of computer programs that realize financial models or systems. Computational finance emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. It is an interdisciplinary field between mathematical finance and numerical methods. Two major areas are efficient and accurate computation of fair values of financial securities and the modeling of stochastic time series. (en) Un ingénieur financier est un spécialiste de la finance, et plus particulièrement de la banque, de la finance d'entreprise et de la finance de marché, qui est obligé : * d'établir et optimiser des montages de financement complexes (introduction en bourse, augmentation de capital…) * combinant des instruments financiers variés (titres, prêts, dérivés de toutes natures), * en créant un ou des véhicules de financement adaptés à un projet ou une opération donnée (financement de projet, titrisation de crédits, fusion-acquisition...), * faisant souvent appel à plusieurs établissements financiers différents (pool de financement), * en accordant une attention particulière tant à la limitation des risques financiers qu'à l'optimisation de la rentabilité. Il est le plus souvent employé par une banque d'affaires pour la finance d'entreprise ou par une banque d'investissement pour la finance de marché. Maitriser les outils comptables est une obligation pour un ingénieur financier. (fr) Komputasi keuangan merupakan cabang ilmu komputer terapan yang menangani masalah praktis di bidang keuangan. Definisi lain yang agak sedikit berbeda menyatakan bahwa komputasi keuangan adalah studi tentang data dan algoritme yang saat ini digunakan di bidang keuangan, serta menghasilkan model atau sistem keuangan. Komputasi keuangan lebih menekankan metode numerik praktis dibandingkan turunan bukti matematis dan lebih berfokus pada teknik yang langsung berlaku untuk analisis ekonomi. Kompuasi keuangan merupakan bidang interdisipliner antara dan metode numerik. Dua bidang utama dalam komputasi keuangan adalah perhitungan yang efisien dan akurat untuk menghitung nilai wajar sekuritas keuangan serta pemodelan deret waktu stolastik. (in) 金融工程学侧重于衍生金融产品的定价和实际运用，它最关心的是如何利用创新金融工具，来更有效地分配和再分配个体所面临的形形色色的经济风险，以优化它们的风险-收益特征。较为具体而言，金融工程是在风险中性的假设条件下，将某种金融证券资产的期望收益率拟合于无风险收益率；从而是趋向于一种风险厌恶型的投资型。 (zh) |
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http://ieee-cis.org/technical/cfetc/ http://www.scicom.uwaterloo.ca/~paforsyt/agon.pdf http://www.bracil.net/finance/papers/TsangMartinez-CompFinance-Ieee_conneCtIonS2004.pdf http://www.risk.net/type/technical-paper/source/journal-of-computational-finance/ https://web.archive.org/web/20060407205653/http:/www.puc-rio.br/marco.ind/sim_stoc_proc.html https://web.archive.org/web/20060821114429/http:/www.puc-rio.br/marco.ind/katia-num.html http://www.essex.ac.uk/ccfea |
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金融工程学侧重于衍生金融产品的定价和实际运用，它最关心的是如何利用创新金融工具，来更有效地分配和再分配个体所面临的形形色色的经济风险，以优化它们的风险-收益特征。较为具体而言，金融工程是在风险中性的假设条件下，将某种金融证券资产的期望收益率拟合于无风险收益率；从而是趋向于一种风险厌恶型的投资型。 (zh) Computational finance is a branch of applied computer science that deals with problems of practical interest in finance. Some slightly different definitions are the study of data and algorithms currently used in finance and the mathematics of computer programs that realize financial models or systems. (en) Un ingénieur financier est un spécialiste de la finance, et plus particulièrement de la banque, de la finance d'entreprise et de la finance de marché, qui est obligé : * d'établir et optimiser des montages de financement complexes (introduction en bourse, augmentation de capital…) * combinant des instruments financiers variés (titres, prêts, dérivés de toutes natures), * en créant un ou des véhicules de financement adaptés à un projet ou une opération donnée (financement de projet, titrisation de crédits, fusion-acquisition...), * faisant souvent appel à plusieurs établissements financiers différents (pool de financement), * en accordant une attention particulière tant à la limitation des risques financiers qu'à l'optimisation de la rentabilité. (fr) Komputasi keuangan merupakan cabang ilmu komputer terapan yang menangani masalah praktis di bidang keuangan. Definisi lain yang agak sedikit berbeda menyatakan bahwa komputasi keuangan adalah studi tentang data dan algoritme yang saat ini digunakan di bidang keuangan, serta menghasilkan model atau sistem keuangan. (in) |
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Computational finance (en) Komputasi keuangan (in) Ingénieur financier (fr) 金融工程学 (zh) |
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