The Coq mailing list

[G�rard Huet <Gerard.Huet AT inria.fr>]

Hello

You might be interested in looking at the work of Jack Stecher. He is  
an economist with interest in
functional programming and type theory. He did some work on  
topological modelling of market behaviour
and social choice theory. Loop up his web page at http://www.nhh.no/ 
rrr/cv/cv-stecher.html
I believe this general area is promising for applications of type  
theory and logic.
Gérard Huet


Le 7 juin 07 à 18:06, Seokhyun Han a écrit :

> ---------- Forwarded message ----------
> Date: Thu, 7 Jun 2007 17:00:41 +0100 (BST)
> From: Seokhyun Han 
> <seokhyun AT cs.rhul.ac.uk>
> To:  
> <coq-club-request AT pauillac.inria.fr>
> Subject: coq & Finance engineering
>
>
> Dear all coq users,
>
> I am Phd student of computer science in Royal Holloway, London  
> university,
> and researching Dependent type theory and coercive subtyping.
>
> Personally, I am very interested in how to apply Coq to Finance
> engineering. I am writing this email to share this idea with other
> researchers using Coq. I hope to find someone interested in this idea.
>
> For example,
>
> 1. Can we define inductive data types for risky asset models(stock,
> bond, ...), which includes random processes by COQ ?
>
> 2. Can we prove a few important properties derived in Derivative  
> markets
> and extract exact pricing algorithms by using COQ ?
>
> 3. Is it possible to connect  COQ and Matlab ?
>
> and so on.
>
> If anybody is interested in above ideas, please email me.
>
> THanks.
>
> seokhyun Han
>
> email : 
> seokhyun AT cs.rhul.ac.uk
>
>
>
>
>
>
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