Basic HTML version of Foils prepared 12 May 1996

Foil 8 Financial Application areas for which High-performance computing technologies are becoming indispensable

From General Collection of Foils for CRPC Annual Meeting CRPC Annual Meeting -- 14-17 May 1996 Argonne. by Geoffrey C. Fox
1 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
2 NPAC is engaged in development of new tools for quantitative financial modeling which take advantage of scalable computer architectures
3 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.
in Table To:

Northeast Parallel Architectures Center, Syracuse University, npac@npac.syr.edu

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