German-Portuguese Project in Computational Finance

As part of the activities of the ECMI Special Interest Group on computational finance and energy markets a bilateral German-Portuguese Project FRACTAL – FRActional models

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Exchange Traded Leveraged Funds

Dr Eberhard Mayerhofer Investing directly into an index such as the Nasdaq, S&P 500, or Russel 2000 is impractical for individual investors, as they would

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Computational Finance and European Regulation

  Regulation (EU) No 1286/2014 of the European Parliament and of the Council of 26 November 2014 on key information documents for packaged retail and

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German-Slovakian Project on Computational Finance

Sixteen mathematics students, doctoral candidates and professors are taking part in a new project on numerical financial mathematics between the Bergische Universität Wuppertal and the

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Successful outcomes of ITN STRIKE

In Dec 2016 the European Initial Training Network project “STRIKE – Novel Methods in Computational Finance” did end. The Bergische Universität Wuppertal, Germany, coordinated this

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Performance Measures for Algorithmic Trading

Automated Order Execution is the dominant way of executing trade orders for the last couple of years at major stock markets. There is a variety

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Hot Business- from Blast Furnaces to Computational Finance

MathConsult GmbH was founded in 1996 by Heinz W. Engl as a research & development company for industrial mathematics, realizing that certain aspects of mathematical

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Model Order Reduction in Option Pricing

My name is José Pedro Silva and I am a PhD-Student at the Applied Mathematics and Numerical Analysis Group at the University of Wuppertal together

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