View references (17) In this paper we describe a financial data flow in an IoT scenario, which takes information from external databases and performs the following data operations: (i) analysis; (ii) check; (iii) filtering; (iv) reporting. In this way, financial institutions are able to offer traders better possibilities thanks to the knowledge of the different market variables. In particular, in our case data are used to determine the value of a bond in a Hull–White model; the dimension of datasets suggests us to implement parallel techniques in a statistical software. As a conclusion, we apply our framework to a real case
An application of the one-factor HullWhite model in an IoT financial scenario / Cuomo, Salvatore; Di Somma, Vittorio; Sica, Federica. - In: SUSTAINABLE CITIES AND SOCIETY. - ISSN 2210-6707. - 38:(2018), pp. 18-20. [10.1016/j.scs.2017.12.005]
An application of the one-factor HullWhite model in an IoT financial scenario
Cuomo, Salvatore
;Di Somma, Vittorio;
2018
Abstract
View references (17) In this paper we describe a financial data flow in an IoT scenario, which takes information from external databases and performs the following data operations: (i) analysis; (ii) check; (iii) filtering; (iv) reporting. In this way, financial institutions are able to offer traders better possibilities thanks to the knowledge of the different market variables. In particular, in our case data are used to determine the value of a bond in a Hull–White model; the dimension of datasets suggests us to implement parallel techniques in a statistical software. As a conclusion, we apply our framework to a real caseI documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
