Accelerating an Analytical Approach to Collateralized Debt Obligation Pricing
In recent years, financial simulations have gotten computationally intensive due to larger portfolio sizes, and an increased demand to perform real-time risk analysis. In this paper, we propose a hardware implementation that uses a recursive analytical method to price the Collateralized Debt Obligat...
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| Language: | en_ca |
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2009
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| Online Access: | http://hdl.handle.net/1807/18317 |