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Article information
2002 , Volume 7, ¹ 1, p.3-14
Avdeenko S.N., Dombrovsky V.V.
Using generalized interval arithmetic for analysis of finance operation
In the present paper the use of interval arithmetic methods for the analysis of financial transaction is suggested. The formulas for main characteristics are obtained with the help of generalized interval arithmetic. The computational results are presented.
[full text] Classificator Msc2000:- *65G30 Interval and finite arithmetic
- 65G40 General methods in interval analysis
- 91B28 Finance, portfolios, investment
Classificator Computer Science:- *G.1.0 General (Numerical Analysis)
- J.4 Social and Behavioral Sciences (Computer Applications)
Keywords: Kaucher arithmetic, extended interval space, interval analysis, yearly rent, funds flow analysis, annual percentage rate
Author(s):
Avdeenko S N
Office: Tomsk State University
Address: Russia, Tomsk
E-mail: avdeenko@ef.tsu.ru
Dombrovsky V V
Office: Tomsk State University
Address: Russia, Tomsk
E-mail: dombrovs@ef.tsu.ru
Bibliography link:
Avdeenko S.N., Dombrovsky V.V. Using generalized interval arithmetic for analysis of finance operation // Computational technologies. 2002. V. 7. ¹ 1. P. 3-14
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