Tid: 17 februari 2003 kl 1515-1600
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Petter Pettersson.
Titel: Financial Derivatives for Computer Network Capacity Markets with Quality-of-Service Guarantees. (Examensarbete)
Sammanfattning:
Five network services that meet the needs of new Internet applications are formulated as derivatives on the spot price of the capacity in network connections. The derivatives are priced using the Black-Scholes model. The services suggested are: a multicast service for one-to-many connections, a video on-demand service, a service that gives the user perceived higher quality for many applications, a service that allows the requested capacity to vary with time, and a service that does not specify the exact time of delivery of capacity.