Newsgroups: comp.parallel.mpi From: "Jim Thompson" Subject: MPI and Financial Modelling Organization: DIGEX, Inc. - Beltsville, MD - http://www.digex.net Date: Tue, 23 Jun 1998 23:52:51 GMT Message-ID: I'm looking into the possibility of using MPI for financial modelling, especially for pricing financial instruments. The major algorithms for this type of work is based on Monte Carlo simulation. Parallel programming seems like an ideal way to improve the performance (decrease run-times) of this type of work. Some of the questions I have are 0) Is MPI a reasonable way to approach for my type of problem? 1) How is load balancing of the parallel task achieved? 2) How should I recover if one of the parallel tasks abnormally terminates? 3) Are there any package software for financial modelling based on MPI? 4) How does IBM's MPI compare to SUN's? 5) What does your typical programmer need to understand on MPI to be able to implement these types of models? 6) How is debugging done in a parallel environment? I'll post a summary of whatever responses I get. Thanks. -- Jim Thompson email: masato@access.digex.net phone: 703-714-3284 Go For Broke!