TADM2E 6.23 - Revision history

Bkarpov96: Undo revision 775 by FuckYou (talk)

2020-07-23T11:27:42Z

Undo revision 775 by FuckYou (talk)

FuckYou: Replaced content with "Good, watch EthanGamer"

2020-07-14T01:42:25Z

Replaced content with "Good, watch EthanGamer"

Zholnin: Created page with "The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c). In computational finance people..."

2015-12-21T19:57:08Z

Created page with "The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c). In computational finance people..."

New page

The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c).

In computational finance people often use logarithms of prices instead of prices themselves, as it gives faster calculations and makes it easy to apply log-normal distribution instead of normal distribution (log-normal distribution is more appropriate for asset prices).

← Older revision		Revision as of 11:27, 23 July 2020
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−	~~Good~~, ~~watch EthanGamer~~	+	The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c).
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		+	In computational finance people often use logarithms of prices instead of prices themselves, as it gives faster calculations and makes it easy to apply log-normal distribution instead of normal distribution (log-normal distribution is more appropriate for asset prices).

← Older revision		Revision as of 01:42, 14 July 2020
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−	~~The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates~~, ~~as if a * b = c then ln(a) + ln(b) = ln(c).~~	+	Good, watch EthanGamer
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−	In computational finance people often use logarithms of prices instead of prices themselves, as it gives faster calculations and makes it easy to apply log-normal distribution instead of normal distribution (log-normal distribution is more appropriate for asset prices).