| Wall Street already has some parallel machines installed and likely to increase use of parallel computers |
| Rapid prototyping critical as financial instrument, mix of investments in portfolio and models change rapidly |
| Mortgage backed securities (Zenios) at Wharton School and option pricing well studied. New optimization methods very promising |
| One Wall Street company makes major use of C and C++ - 200,000 lines of code in just one application. |
| Another company says modeling is very appealing but information processing is the real problem for corporation |
| New Optimization Methods and Monte Carlo Simulations of growing Interest |