Study And Implement Financial Simulation Platform Based On Enterprise GRID And SOA

With vigorous development of global finance, all kind of option and derivatives financial product arise.Traditional methods for rish management haven't satisfied the requirement of and real time for risk of estimate and control. But feasible way-Monte Carlo in theory, it requires infinite resource of compute. Hardware and software architecture can't meet those situations in financial organization. If financial organization improve compute performance simply, will have to replace more advancend compute equipment, meantime, cost increase quickly and lots of existing compute resource can't be usefull that bring on much waste. So, Target of this page improve efficiency of resource utilization existing compute resource using GRID and SOA architecture and implement application with Monte Carlo in esitimate and control risk.GRID compute is finishing compute task through connected all resource with high speed.Those resouces are in differnt place or isomerous. EGO is enterprise grid and provides lots of module for facility development GRID application with client. At the same time, SOA is used abroad, and mission of this architecture make enterprise get rid of technology and meet changing and development in operation. This page combines those and develops simulation platform based GRID and SOA, and take advantage of those to resolve real problem.Aim of this page is implement a platform that estimate and control optional risk with Monte Carlo based GRID. So, firstly, study and investigate grid technology especially enterprise grid. Select a industrial grid product -EGO and resolve the problem of using existing computer resource and improving computer performance. To study SOA and MPI middleware to reduce difficult for parallel computer. Integration Monte Carlo framework to reduce difficult for implement simulation of financial model.In the end, implement stock and future simulation on financial simulation to prove this platform is reliable. The contents of this thesis include architecture, algorithm, programming and applications of computational finance running support system. These research results will conduce computational finance as technical method to improve the low efficiency of financial industry and build financial system, which is adapted to our economic development status.