Basic HTML version of Foils prepared May 12 1996

Foil 11 Web-based System Integration -- Initial Server Implementation

From Overview of HPCC Applications at NPAC CRPC Annual Meeting -- May 14-17 1996. by Geoffrey Fox
Derivative valuation functions are integrated using Web technologies into a service which can be accessed from any platform which supports a graphical browser
Using a combination of HTML forms or Java front-end, CGI mechanism, Perl scripts and modules written in C and MPI, which are executed on multiple NPAC RS 6000 and Sun workstations and the SP-2, the user can:
  • retrieve historical data from flat files
  • perform statistical analysis
  • display charts and histograms of historical data
  • estimate parameters of the underlying stochastic processes
  • enter own estimates of model parameters
  • perform simulations
  • display charts and plots of option prices and their sensitivities as functions of time, underlying stock price or option contract excercise (strike) price

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