摘要：The Monte Carlo method is being increasingly used in various fields like mathematical finance, engineering, physical sciences, and bioinformatics to solve problems where using the deterministic method is infeasible. The Monte Carlo simulation is a numerical computational technique which uses thousands or even millions of random values to solve complex problems, causing this technique to be slow and computer-intensive when being used for options pricing. Therefore, financial firms are usually forced to deploy powerful hard-ware means such as supercomputers and computer clusters in order to perform the needed simulations. The ability to link the traditional computers and servers available at organizations to form a grid that acts as a supercomputer can enable both scientists and professionals to run their simulations without spending extra costs. This paper proposes and implements an application for the Monte Carlo methods for options pricing using the enterprise grids on the Windows environment. The paper also provides a comparison between the performance of the proposed framework and the traditional model
关键词：Financial Analysis; Monte Carlo Simulation; Option Pricing; Grid Computing; Enterprise Grids; Alchemi; .NET Framework
