Financial Applications with Parallel R

Journal Of Investment Management (JOIM), Fourth Quarter 2009

Posted: 19 Jan 2010 Last revised: 3 Jun 2010

See all articles by Sanjiv Ranjan Das

Sanjiv Ranjan Das

Santa Clara University - Leavey School of Business

Brian Granger

California State Polytechnic University, San Luis Obispo

Date Written: January 19, 2010

Abstract

The use of statistical packages in finance has two functions. One, econometric analysis of large volumes of data, and two, programming financial models. A popular package for these purposes is R. In this article we will examine two canonical applications of parallel programming for option pricing.We use the Parallel R package developed by Revolution Computing. We price options using trees and Monte Carlo simulation. Both these approaches are commonly used for option pricing and are amenable to parallelization and grid computing. In this paper we demonstrate the application using the widely used mathematical/statistical R package.

Keywords: R, parallel computing

JEL Classification: G00

Suggested Citation

Das, Sanjiv Ranjan and Granger, Brian, Financial Applications with Parallel R (January 19, 2010). Journal Of Investment Management (JOIM), Fourth Quarter 2009, Available at SSRN: https://ssrn.com/abstract=1539207

Sanjiv Ranjan Das (Contact Author)

Santa Clara University - Leavey School of Business ( email )

Department of Finance
316M Lucas Hall
Santa Clara, CA 95053
United States

HOME PAGE: http://srdas.github.io/

Brian Granger

California State Polytechnic University, San Luis Obispo

San Luis Obispo, CA 93407
United States

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