Basic HTML version of Foils prepared 12 May 1996

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

From General Collection of Foils for CRPC Annual Meeting CRPC Annual Meeting -- 14-17 May 1996 Argonne. by Geoffrey C. 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

Northeast Parallel Architectures Center, Syracuse University, npac@npac.syr.edu

If you have any comments about this server, send e-mail to webmaster@npac.syr.edu.

Page produced by wwwfoil on Wed Jan 21 1998