Video: Paradise, a DSEL for Derivatives Pricing

August 11, 2008 on 12:43 am | By Neil | In |

Here’s is the video from Lennart Augustsson’s talk on “Paradise, a DSEL for Derivatives Pricing”:

Here is the downloadable version (143Mb), playable with mplayer or VLC media player.

UPDATE: Here are Lennart’s slides (PDF).

4 Comments

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  1. Will slides / transcript be published?

    Comment by Ben — August 11, 2008 #

  2. @Ben

    I’ve just uploaded the slides and updated the post with the link.

    Thanks,
    Neil

    Comment by Neil — August 12, 2008 #

  3. An interesting talk. Note that although Credit Suisse’s Paradise system may be infringing some patents. For example, this patent’s spreadsheet claims:
    http://www.wipo.int/pctdb/en/wo.jsp?IA=US2002022004&wo=2003007118&DISPLAY=CLAIMS

    In addition, Microsoft has patents for similar functionality that hasn’t yet been implemented in Excel.

    Therefore, it may be worth Credit Suisse checking whether or not Paradise infringes any patents in order to assess likelihood of infringement suits. Active risk management…

    Comment by James — March 3, 2009 #

  4. There’s something wrong with the video.

    Comment by Ming — April 17, 2009 #

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