• Corpus ID: 53808749

Adventures in Formalisation: Financial Contracts, Modules, and Two-Level Type Theory

@article{Annenkov2018AdventuresIF,
  title={Adventures in Formalisation: Financial Contracts, Modules, and Two-Level Type Theory},
  author={D. Annenkov},
  journal={ArXiv},
  year={2018},
  volume={abs/1811.11317}
}
  • D. Annenkov
  • Published 28 November 2018
  • Computer Science
  • ArXiv
We present three projects concerned with applications of proof assistants in the area of programming language theory and mathematics. The first project is about a certified compilation technique for a domain-specific programming language for financial contracts (the CL language). The code in CL is translated into a simple expression language well-suited for integration with software components implementing Monte Carlo simulation techniques (pricing engines). The compilation procedure is… 
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