QuoteOriginally posted by: Yossarian22Daniel, I am just about to join a new firm. One of my first tasks is to build a factor model distributed over 312 machines. Is your book going to help in a project like this?RegardsYYoss,Our book is a 'mix' of math, finance and s/w design. We have 2 chapters on parallel design, mainly the 1) parallel architecture and 2) OpenMP shared memory models. Aspect 1) is an input to your problem but the next step would be decide which s/w technology to use. Do you intend using MPI and/or combination with shared memory?chapter 24 (my domain architectures) has a task decomposition for MC and asset allocation problems. This needs to be complemented by Mattson 2005 Parallel Design Patterns. The very first issue to do a data/task decomposition, it is an absolute MUST This maps very well to distributed computing models.So, our book is 'aware' of this area, but in the book it is mostly desktop and shared memory. HTHYou can PM me if you have any questions. regards
Last edited by Cuchulainn
on July 10th, 2009, 10:00 pm, edited 1 time in total.