https://algorist.com//algowiki/index.php?title=8.27&feed=atom&action=history8.27 - Revision history2021-05-10T17:59:29ZRevision history for this page on the wikiMediaWiki 1.34.2https://algorist.com//algowiki/index.php?title=8.27&diff=431&oldid=prevAlgowikiadmin: Created page with "The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c). In computational finance people..."2020-09-21T14:12:11Z<p>Created page with "The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c). In computational finance people..."</p>
<p><b>New page</b></p><div>The problem reduces to Floyd - Warshall algorithm if you take logs of all currency-exchange rates, as if a * b = c then ln(a) + ln(b) = ln(c).<br />
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In computational finance people often use logarithms of prices instead of prices themselves, as it gives faster calculations and makes it easy to apply log-normal distribution instead of normal distribution (log-normal distribution is more appropriate for asset prices).<br />
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Back to [[Chapter 8]]</div>Algowikiadmin