b***k
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mrliuhua (liuhua) 于 (Thu Jan 15 03:43:04 2009) 提到:
投行关于衍生品的程序都是自己写的吗？有无商用的软件产品供使用呢？
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dandletime (凡) 于 (Wed Jan 21 01:36:16 2009) 提到:
Depend how exotic the payoff you are talking about.
For example, pricing and risk managing plain vanilla options is not
considered as something in-house software has an edge, thus many banks (
including tier 1 banks) will use vendor system (preferably stuffs can
integrated easi |
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