ASSESSING ALTERNATIVE TECHNOLOGIES FOR THE COST-EFFECTIVE COMPUTATION OF DERIVATIVES
Author:
Roy S. Freedman Rinaldo Digiorgio
DOI:
10.1080/088395196118399
Publication Frequency:
10 issues per year
Subjects:
Artificial Intelligence;
Computer Science (General);
Information & Communication Technology (ICT);
Formats available:
PDF
(English)
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Abstract
One should not separate the method of computing the expected present value of a derivative from its ultimate computing topology. In the following sections we discuss the cost benefit is sues involved with implementing several methods for computing derivative statistics on alter nate computing topologies. We show how the choice of topology impacts the computing time for a particular example of a time consuming derivative valuation. We conclude by showing how all these factors can be represented as a case based expert system which can be used to help an organization assess its computing alternatives.
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