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.
Assessing alternative technologies for the cost-effective computation of derivatives
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