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Timed tuplix calculus and the Wesseling and van den Bergh equation

  • J. A. Bergstra
  • C. A. Middelburg
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    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 cumulative interest compliant conservation requirement for financial products proposed by Wesseling and van den Bergh by an equation in the framework developed and define a notion of financial product behaviour using this formalization. We also present some properties of financial product behaviours. The development of the framework has been influenced by previous work on the process algebra ACP.

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    File URL: http://arxiv.org/pdf/0901.3003
    File Function: Latest version
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    Paper provided by arXiv.org in its series Papers with number 0901.3003.

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    Date of creation: Jan 2009
    Date of revision: Jul 2013
    Publication status: Published in Scientific Annals of Computer Science 23(2):169--190, 2013
    Handle: RePEc:arx:papers:0901.3003
    Contact details of provider: Web page: http://arxiv.org/

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