Condividi tramite

Monte Carlo Simulation using Windows Azure

  • Articolo

image

This project was motivated by an article by Christian Stitch describing an approach for financial option valuation implemented with Monte Carlo simulation using Excel Services.

With Windows Azure, we have now easy access to a highly elastic compute capability. This prompted the author to develop a version to run on the Windows Azure Platform.

You can read about it and even try it  out here.

Shout it

Technorati Tags: Windows Azure