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ComDeco: Composable derivative contracts

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dc.contributor.authorReitz, Markus
dc.contributor.editorHochberger, Christian
dc.contributor.editorLiskowsky, Rüdiger
dc.date.accessioned2019-06-12T12:32:44Z
dc.date.available2019-06-12T12:32:44Z
dc.date.issued2006
dc.description.abstractDesigning and valuating derivative contracts belongs to a financial engineer's daily tasks. Their almost unlimited flexibility1 has already created the need for computer-aided techniques – typically spreadsheet-based software solutions. Lacking in-depth software development expertise promotes inflexible prototypes individually developed for each new contract to be designed and valuated. Scalability is worse and time constraints in general prevent deliberate solutions not tied to specific products. ComDeco2 provides a conceptual and technical framework supporting efficient design and valuation methodologies for current and future contracts by adapting and augmenting state of the art software technology concepts. Based on ACTIVE DOCUMENTS, end-user oriented composition styles without the need for programming skills are supported. This paper summarises ComDeco's overall objectives, illustrates how ACTIVE DOCUMENT technology is used in financial engineering, and sketches future directions of work.en
dc.identifier.isbn978-3-88579-187-4
dc.identifier.pissn1617-5468
dc.identifier.urihttps://dl.gi.de/handle/20.500.12116/23733
dc.language.isoen
dc.publisherGesellschaft für Informatik e.V.
dc.relation.ispartofINFORMATIK 2006 – Informatik für Menschen, Band 1
dc.relation.ispartofseriesLecture Notes in Informatics (LNI) - Proceedings, Volume P-93
dc.titleComDeco: Composable derivative contractsen
dc.typeText/Conference Paper
gi.citation.endPage567
gi.citation.publisherPlaceBonn
gi.citation.startPage564
gi.conference.date2.-6. Oktober 2006
gi.conference.locationDresden
gi.conference.sessiontitleRegular Research Papers

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P093 - INFORMATIK 2006 - Informatik für Menschen - Band I