Application aspects of algebraic number theory in financial mathematics


Views: 99 / PDF downloads: 78

Authors

  • N. Zh. Nauryzbayev Institute of Theoretical Mathematics and Scientific Computations of the L. N. Gumilyov Eurasian National University
  • G.E. Taugynbayeva Institute of Theoretical Mathematics and Scientific Computations of the L. N. Gumilyov Eurasian National University
  • M. Beisenbek QSI International School of Astana

Keywords:

financial engineering, uniform distributed grids, quasi-Monte Carlo method, discrepancy

Abstract

The problem of applying special mathematical methods in financial engineering that is, in combining
financial instruments with various risk and profitability parameters, is considered. Especially when it comes to managing
large financial resources, where high levels of risks are often encountered, the prevention and neutralization of which is
often accompanied by the development of unique techniques and methods

Downloads

Published

2020-03-30

How to Cite

Н.Ж. Наурызбаев, Г.Е. Таугынбаева, & М. Бейсенбек. (2020). Application aspects of algebraic number theory in financial mathematics. Bulletin of L.N. Gumilyov Eurasian National University. Mathematics, Computer Science, Mechanics Series, 130(1), 93–102. Retrieved from https://bulmathmc.enu.kz/index.php/main/article/view/65

Issue

Vol. 130 No. 1 (2020)

Section

Статьи