Financial Risk Measurement Oriented High Performance Scientific Computing Application Platform

Accompanied by the rapid development of our economy and society, and also the rapid development of China’s financial markets, the financial services industry, opening to the outside world has intensified the risk measure as the basis of modern financial mathematics, basic theory and computational methods is imperative, and will financial risk control has played a major role. In terms of financial innovation and product development, China’s financial industry is now faced with tremendous pressure. Derivative products can provide effective hedging tool for our investors with a broad market prospect. We are directly facing the foreign financial high-tech competition and challenge, only for scientific pricing of derivative products in order to gain market while risk-averse. The modern financial risk measurement quantization is a large-scale scientific computing project, on the one hand, require sophisticated algorithms to support the other hand, require large-scale high-performance computing power and a lot of historical data as the basis. Therefore, the establishment of financial computing applications platform for financial risk measurement, financial practitioners and financial researchers to provide intuitive, easy to support high-performance computing, financial computing environment, the strategic significance. To provide convincing data to support large-scale financial computing applications, services and computing support and accelerate advanced risk measurement algorithm pace of research to support the science of risk measurement methods and implementation. Paper designs and implements for the financial risk high-performance computing application platform, allowing users easy access to financial Web portal computing services, and submit the job to track, access to financial calculation results in a relatively short time. In order to ensure high availability of the platform, computing platform for unified management of resources, by monitoring the timely fault isolation. In order to facilitate the computing platform application rich, to make the deployment of new applications quickly and easily to the platform with the application of automated deployment capabilities. Another platform to provide a lot of options trading historical data, the formation of the financial calculation of the historical data set, and shared with the user, user-friendly by the actual historical transaction data, to explore the financial risk transactions law, from which to gain practical experience.