On Mon, 2007-09-10 at 18:29 +1000, Roger Ting wrote:
> I am new to this area of study. I am wondering is there any
> problems in quantitative finance that need the design of efficient and
> parallel algorithms especially in the area of derivative pricing?
Hi Roger,
since nobody else seems to answer, I'll just state the obvious---Monte
Carlo simulations.
Another possibility might be rolling back an asset on a tree; at any
step, different result nodes are independent and could be calculated
simultaneously.
Luigi
--
Anyone who says he can see through women is missing a lot.
-- Groucho Marx
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