In this particular project, I worked mainly on the applications of high performance computing in finance. One of the methods of predicting price of options is by simulating the market using Monte-Carlo Simulations. Due to the nature of Monte-Carlo simulations, we can parallelize the total number of simulations across the available processors. The results are reported for both the single core and multi-core performace of the implementation.
Kamesh-K/Monte-CarloSimulation-For-Options-Pricing
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