Rapid computation of value and risk for derivatives portfolios

Abstract

This is a summary of a special issue paper published online in Wiley Online Library in April 2011. About the Authors James Spooner is Head of Acceleration (Finance), Sebastien Racaneire is Senior Acceleration Architect, Stephen Weston is Chief Development Officer and Oskar Mencer is CEO at Maxeler Technologies. Summary The use of complex mathematical models… (More)
DOI: 10.1002/cpe.1778

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