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dc.contributor.supervisor Thulasiram, Ruppa K. (Computer Science) en_US
dc.contributor.author Saha, Ranjan
dc.date.accessioned 2014-01-14T14:06:31Z
dc.date.available 2014-01-14T14:06:31Z
dc.date.issued 2014-01-14
dc.identifier.uri http://hdl.handle.net/1993/23203
dc.description.abstract In this thesis, we propose architecture for a SaaS model in Cloud that would provide service to the financial investors who are not familiar with various mathematical models. Such finance models are used to evaluate financial instruments, for example, to price a derivative that is currently being traded before entering into a contact. An investor may approach CSP to price a particular derivative and specify the time, budget and accuracy constraints. Based on these constraints specified by investors, the service provider will compute the option value using our proposed FSM. To evaluate our proposed model, we compared pricing results with the classical model that provides a closed-form solution for option pricing to meet the accuracy constraints. After establishing the accuracy of our pricing results, we further ensured that the SLA between the FSP and the investors is honoured by meeting the constraints put forth by the investor who uses the Cloud service. en_US
dc.subject Financial Service Model (FSM) en_US
dc.subject Financial Service Provider (FSP) en_US
dc.subject Service Level Agreement (SLA) en_US
dc.subject Cloud Service Provider (CSP) en_US
dc.title A Novel Financial Service Model in Private Cloud en_US
dc.degree.discipline Computer Science en_US
dc.contributor.examiningcommittee Wang, Yang (Computer Science) Mandal, Saumen (Statistics) en_US
dc.degree.level Master of Science (M.Sc.) en_US
dc.description.note February 2014 en_US


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