Subjects: Computer Science >> Integration Theory of Computer Science submitted time 2018-04-17 Cooperative journals: 《计算机应用研究》
Abstract: The computational speed is important for the crucial for option traders to efficiently decide the price and evaluate the corresponding risk, and cloud parallel computing provides a low-cost implementation by providers’ Pay-as-You-Go policy. Based on Microsoft’s cloud platform Windows Azure, developed a option pricing’s pilot cloud software - AzureOP, this software provided low risk and high speed with a lower cost, and presented simulation results of AzureOP for American Put, plotted the corresponding option pricing curve and pricing surface. Finally, makes conclusions and discusses the advantage and the disadvantage of computational finance on the cloud, and illustrates the details development of pilot cloud software AzureOP.