Hui Liu, Shandong University, China (X10 team contact: Haibo Lin)

We aim to use the X10 language to develop parallel programs in the financial computing area, based on the mathematical models and the numerical computing algorithms for financial derivatives pricing and financial risk measurement. The mathematical models include both typical, frequently-used ones and those developed by ourselves (such as the BSDE-binomial tree model and BSDE-theta scheme model). We plan to construct a problem solving environment and develop scientific computing applications for financial risk measurement in X10. Moreover, in the experimental training for the third- or four- year students, we will teach parallel programming in X10.