FVBUSICOULOUR 10
solutions: ifs.grid PDF Print E-mail
Tuesday, 13 May 2008

ifs.grid is a technical platform supporting distributed and parallel processing. The following practical examples can be solved efficiently:

    • Grid Pricing  Framework: Libor Markt Modell (BGM,HJM)
    • Risk Management: Realtime Pre-Deal-Check bei einem simulationsorientierten Riskoberechnungsansatz.
    • Portfolio Performance Measurement: In theory the success of financial investment can be determined by the computation of the value performance between to points in time. The requirement of an exact computation e. g. of a single deposit of securities or in particular of the performance of a whole section or department (measuring the consulting quality) is highly complex and takes considerable computational resources.
Demos of these examples can be arranged on appointment.

 

Last Updated ( Tuesday, 20 May 2008 )
 
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