A simple example of how margin call calculation for large amounts of deals can be done with a little help of distributed processing and cloud computing.
Blog (en inglés)
Can we obtain probability of default for a portfolio with very few credit events? Here is a statistical approach, accompanied by a Scala programming example.
Gimle Digital has elaborated suggested solutions based on Scala programs for the exercises in the book “Value-at-Risk: Theory and Practice” by Glyn A. Holton
Economics and financial software might make good use of modern graphics APIs that are used in video game programming and other demanding environments.
A convenient way of handling normal distributions, the Black-Scholes formula, yield curves and other formulas that are crucial in financial calculus.
A quick guide on how to make your own software application that handles official statistics, accompanied by a Scala programming example.
Keeping track of holidays is important in many industries but calendars are based on complex astronomical observations with roots in ancient cultures.
Yield to maturity is a basic measure for investment in bonds. One way to calculate it is by using object oriented and functional programming with Scala.