This project focuses on the seven Daily Analytic Reports developed by the Credit Derivative and Quantitative Research Group at JP Morgan. The objective has been to complete a thorough investigation of the reports and the systems used in generating them while documenting the sources and dependencies, and defining the limitations and capabilities of each. The outcome of this project is a proposal which results in a significant decrease in the time needed for report generation. This proposal is currently being implemented.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Carl, Tiffany Rose
• Yu, Bao Jian

Publisher

• Worcester Polytechnic Institute

Identifier

• 05C017M

Advisor

• Wilkens, Kathryn A.
• Ciaraldi, Michael J.
• Gerstenfeld, Arthur

Year

• 2005

Center

• Wall Street-FinTech Project Center (Boston or New York) - MQP

Sponsor

• J.P. Morgan Chase & Co

Date created

• 2005-01-01

Resource type

• Major Qualifying Project

Major

• Management Engineering
• Computer Science

Rights statement

• In Copyright