HPCC is becoming indispensable in the application domains such as:
-
Derivative Valuation -- particularly over-the-counter products and exotics
-
Portfolio optimization, valuation and asset allocation
-
Hedging of large portfolios in real time
-
Arbitrage trading
-
Risk analysis simulations
-
Pattern recognition
-
Detection of fraud
-
Credit risk analysis
-
Market segmentation
|
NPAC is engaged in development of new tools for quantitative financial modeling which take advantage of scalable computer architectures
|
The ultimate goal is to integrate various quantitative analysis transparently using Web technologies into a seamless cooperative computing environment, capable of supporting all aspects of enterprise-wide risk management.
|