摘要
The progress and change in research methodology are the driving force of putting finance science forward.As a new finance research methodology, by using a lot of hardware and software necessary for high-performance com-puting, computational finance makes it possible to model and predict the evolution of some finance problems such asfinance market simulation and security pricing. This paper discusses the composition and connotation of computationalfinance, analyzes the basic characters of high-performance computing, and introduces three exploration and applica-tion in computational finance researches including: security pricing and risk calculations; integrated financial productmanagement; financial innovation and the computer-aided design of financial products.
The progress and change in research methodology are the driving force of putting finance science forward. As a new finance research methodology, by using a lot of hardware and software necessary for high-performance computing, computational finance makes it possible to model and predict the evolution of some finance problems such as finance market simulation and security pricing. This paper discusses the composition and connotation of computational finance, analyzes the basic characters of high.performance computing, and introduces three exploration and application in computational finance researches including: security pricing and risk calculations; integrated financial product management; financial innovation and the computer.aided design of financial products.
出处
《计算机科学》
CSCD
北大核心
2003年第5期167-169,共3页
Computer Science
基金
国家863项目:2001AA111081
西安交通大学基金项目"高性能计算在金融中的应用研究"
关键词
金融市场
期权定价模型
计算技术
计算金融
计算机
High-performance computing,Computing finance,Security pricing,Risk management,Financial innovation
