Prestrezniki in algebrajski učinki na primerih iz finančne matematike : delo diplomskega seminarja

Golob, Ana (author), Bauer, Andrej (mentor)

Diplomsko delo na preprost način predstavlja idejo in uporabo prestreznikov in algebrajskih učinkov. S primeri iz področja finančne matematike je razloženo njihovo delovanje in sintaksa (programski jezik Eff). Opisana je logika nedeterminističnega programiranja pri katerem z uporabo prestreznikov in splošnim/abstraktnim načinom pisanja kode na identični kodi izvajamo več različnih izračunov. Kot alternativo prestreznikom pri nedeterminističnem programiranju so opisani tudi delovanje in uporaba konceptov modul, funktor in monada. Narejena je primerjava med zgornjimi koncepti in prestrezniki s poudarki na prednostih, ki jih slednji prinašajo.

• Language: Slovenian
• Keywords: algebrajski učinki, prestrezniki, funkcijsko programiranje, finančna matematika
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Year: 2018
• PID: 20.500.12556/RUL-103487
• UDC: 004.42
• COBISS.SI-ID: 18440793
• Publication date in RUL: 19.09.2018

GOLOB, Ana, 2018, Prestrezniki in algebrajski učinki na primerih iz finančne matematike : delo diplomskega seminarja [online]. Bachelor’s thesis. [Accessed 23 September 2025]. Retrieved from: https://repozitorij.uni-lj.si/IzpisGradiva.php?lang=eng&id=103487

Secondary language

• Language: English
• Title: Handlers and algebraic effects on examples from financial mathematics

Abstract

This final thesis strives to present a general idea and use of handlers and algebraic effects. Their logic and syntax (in Eff programming language) is presented and explained on numerous examples from the field of Financial mathematics. The logic and principles of nondeterministic programming are also presented, with the help of which (by using handlers) we can write code very generally, meaning it is possible to use the same code to acquire different computations. As an alternative to handlers at nondeterministic programming, concepts like modules, functors and monades are also presented. A comparison between those concepts and the use of handlers is made with emphasis on the advantages of handlers.

• Keywords: algebraic effect, handler, functional programming, financial mathematics