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Innovation Showcase : Monte Carlo Simulation using Windows Azure

published 1130 days, 8 hours, 14 minutes ago posted by wzackwzack 1132 days, 36 minutes ago
Sunday, May 16, 2010 1:29:28 PM GMT Friday, May 14, 2010 9:07:31 PM GMT

Monte Carlo Simulation using Windows Azure This project was motivated by an article by Christian Stitch describing an approach for financial option valuation implemented with Monte Carlo simulation using Excel Services. With Windows Azure, we have now easy access to a highly elastic compute capability. This prompted the author code to develop a version to run on the Windows Azure Platform. You can read about it an d even try it  out here.

category: Architecture | clicked: 3 | | source: blogs.msdn.com | show counter code