Open Platform: NOW Is the Time to Sell the Farm
For the complex and compute-intensive process of pricing sophisticated derivatives, assess your internal resources before investing in expensive compute farms, says Aleksey Maslov, senior associate at strategy and technology consultancy Lab49
In the last two decades, derivatives grew hugely in market share, volume, sophistication and customization, contributing to increased complexity of pricing and risk analysis. Ubiquitous economic growth lulled everyone into a false sense of security, while
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