University of Minnesota
School of Mathematics
School of Mathematics         The diagram illustrates the local accuracy of the tangent line approximation to a smooth curve, or--otherwise stated--the closeness of the differential of a function to the difference of function values due to a small increment of the independent variable.   Seminars Using UMConnect for Distance Communication
    math.umn.edu / finmath / seminar / Materials / abstrY08M04D11
 

Algebraic Methods for Correlated Assets

Algebraic methods in probability and statistics have proven useful in computational biology and other areas. We discuss potential applications of algebraic methods for modelling dependence among financial assets, including graphical models for correlated default.

 

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