Mr. Dmitri Bondarenko was a receipient of Faculty of Science, Undergraduate Reserach Fellowship at University of Manitoba, (Counterpart of NSERC undergraduate scholarship for international students). He was partially supported by my URGP grant and the above fellowship. He is now continuing for his M.Sc. program with the Computational Financial Derivatives Laboratory.

Research Training area: Computational Finance

Publications: Journals and Conferences

*. Ruppa K. Thulasiram, and Dmitri Bondarenko " Performance Evaluation of Parallel Algorithms for Pricing Multidimensional Financial Derivatives ", International Journal of Computational Science and Engineering (to appear Summer 2004).

*. Ruppa K. Thulasiram, and Dmitri Bondarenko " Performance Evaluation of Parallel Algorithms for Pricing Multidimensional Financial Derivatives ", IEEE Computer Society Proceedings of the Fourth International Workshop on High Performance Scientific and Engineering Computing with Applications (HPSECA 2002), August 2002, Vancouver, BC, Canada, pp.306-313. Abstract

*. Ruppa K. Thulasiram, Parimala Thulasiraman, Chima Adiele, and Dmitri Bondarenko "Performance Analysis of a Multithreaded Pricing Algorithm on Cilk", IEEE Computer Society Proceedings of the Sixteenth International Symposi um on High Performance Computing Systems and Applications (HPCS 2002), June 2002, Moncton, New Brunswick, Canada, pp. 251-257. Abstract



Technical Memos and Notes

Research results are written initially as technical reports. They may be submitted for external publications.

*. Ruppa K. Thulasiram, Dmitri Bondarenko, "Research Experiences in Finance Computations: Parallel Algorithm Design, Development, Implementation for Option Pricing Problems employing Lattice Approach, Monte-Carlo Simulation and Optimization Techniques on MPI and Cilk", CFD TM07, August 17, 2001. Abstract

Working Papers

If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram