Ciaraldi, Michael J.
Lehman Brothers Holdings, Inc
This project demonstrated the interoperability of Microsoft's .NET technology with the existing infrastructure at Lehman Brothers. Using C#, we created a client application that allows users to calculate Value at Risk for counter-party swap portfolios. We also implemented ASP.NET web services and caching techniques on a middleware server to support the functionality and performance requirements of the client. The final system was dubbed LR Net; it surpassed the performance and usability of existing web applications at Lehman Brothers.
Worcester Polytechnic Institute
Major Qualifying Project
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