FinDer is a software system, developed at Columbia University, which uses low discrepancy sequences to solve problems in finance.
A detailed description of FinDer is available from Anargyros Papageorgiou and includes:
- A system overview and historical remarks.
- The features of FinDer.
- Examples comparing FinDer and Monte Carlo methods for Financial Derivative pricing and calculation of Value at Risk.
- Publications.
- Directions for obtaining FinDer.
- Patents for:
- An estimation method and system for complex securities using low-discrepancy deterministic sequences.
- Portfolio structuring using low discrepancy sequences.