Timed Tuplix Calculus and the Wesseling and van den Bergh Equation

We develop an algebraic framework for the description and analysis of financial behaviours, that is, behaviours that consist of transferring certain amounts of money at planned times. To a large extent, analysis of financial products amounts to analysis of such behaviours. We formalize the cumulativ...

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Bibliographic Details
Main Authors: J.A. Bergstra, C.A. Middelburg
Format: Article
Language:English
Published: Alexandru Ioan Cuza University of Iasi 2013-12-01
Series:Scientific Annals of Computer Science
Online Access:http://www.info.uaic.ro/bin/download/Annals/XXIII2/XXIII2_0.pdf