Serverless Derivatives Pricing

Brian McCallion Uncategorized 0 Comments

Discrete Hedging run (~18 seconds) Latent Models run Test FRA Construction run Multi-Dimensional Integrals run Add some content to your block grid item here. ...

Javascript Bond Pricing

Brian McCallion Quant Demo 0 Comments

Bonds Fitted Bond Curve Callable Bonds Convertible Bonds

Javascript Swap Valuation

Brian McCallion Uncategorized 0 Comments

Swap Valuation

Serverless Capital Markets Data Processing on AWS

Brian McCallion Uncategorized 0 Comments

Back in the early 2000s I remember designing the process and writing the code to create a consolidated bond database for JP Morgan Chase’s …

.NET Lambda for Capital Markets: Acquiring and Processing Bloomberg Data for a Customer’s Greenfield Deep Learning Platform 

Brian McCallion Big Data, Case Study, Lambda 0 Comments

The recent option to run .NET in an AWS Lambda functions enables Cloud Native architectures that embrace a microservices, cross-platform, decoupled, event driven fabric yet embrace legacy tools and services common to the Capital Markets Ecosystem.