You have the technology
SciComp plans to introduce a more powerful and concise version of its Aspen specification language to shorten the code of complex partial differential equations and Monte Carlo pricing problems. It will be possible to hide technical and computational details and default to the company's SciFinance system, or expose details for user control. It will provide efficient serial versions, and the synthesised source code will also be structured and optimised for several multi-processing architectures. Generalised likelihood methods will enable computation of Monte Carlo sensitivities with reduced variance.
This article appeared in Risk Magazine