A simple equation solver and its application to financial modelling
Gespeichert in:
| Titel: | A simple equation solver and its application to financial modelling |
|---|---|
| Autoren: | Christopher J. Van Wyk, Emanuel Derman |
| Quelle: | Software: Practice and Experience. 14:1169-1181 |
| Verlagsinformationen: | Wiley, 1984. |
| Publikationsjahr: | 1984 |
| Schlagwörter: | financial models, Numerical computation of solutions to systems of equations, Other matrix algorithms, graphics language, 0102 computer and information sciences, 02 engineering and technology, Symbolic computation and algebraic computation, Finance etc, 01 natural sciences, nonlinear equations, 0202 electrical engineering, electronic engineering, information engineering, non-procedural languages, linear equations, Simulation, algebraic simplification, algorithm for solving sets of simultaneous equations |
| Beschreibung: | We discuss a simple algorithm for solving sets of simultaneous equations. The algorithm can solve systems of linear and some kinds of non‐linear equations, although it has nowhere near the power of a general non‐linear equation solver. Its principal advantages over more general algorithms are simplicity and speed. Versions of the algorithm have been used in a graphics language and in a system for interactively modifying the equations that constitute financial models. We discuss the second application in more detail here. |
| Publikationsart: | Article |
| Dateibeschreibung: | application/xml |
| Sprache: | English |
| ISSN: | 1097-024X 0038-0644 |
| DOI: | 10.1002/spe.4380141208 |
| Zugangs-URL: | https://dblp.uni-trier.de/db/journals/spe/spe14.html#DermanW84 http://onlinelibrary.wiley.com/doi/10.1002/spe.4380141208/abstract https://onlinelibrary.wiley.com/doi/abs/10.1002/spe.4380141208 |
| Rights: | Wiley Online Library User Agreement |
| Dokumentencode: | edsair.doi.dedup.....cb79dcc58c87b9da57ce2bee2a1febb6 |
| Datenbank: | OpenAIRE |
Full Text Finder 
Nájsť tento článok vo Web of Science | Abstract: | We discuss a simple algorithm for solving sets of simultaneous equations. The algorithm can solve systems of linear and some kinds of non‐linear equations, although it has nowhere near the power of a general non‐linear equation solver. Its principal advantages over more general algorithms are simplicity and speed. Versions of the algorithm have been used in a graphics language and in a system for interactively modifying the equations that constitute financial models. We discuss the second application in more detail here. |
|---|---|
| ISSN: | 1097024X 00380644 |
| DOI: | 10.1002/spe.4380141208 |