Cray T3E Performances of a Parallel Code for a Stochastic Dynamic Assets and Liabilities Management Model⋆

Meet the editor series—Massimo Vassalli

“…Antonio is no longer in Florence-he is currently the Director of the Institute of Pure and Applied Mathematics (IPAM) in Aberdeen (UK). Although I slowly diverged from theoretical Physics, I still remember the nights I spent programming the Cray T3E supercomputer (Zanghirati et al 1999) using the first Fortran implementation of the Message Passing Interface (MPI) parallel calculus library (Clarke et al 1994). The very last point of my simulation took a record time of 26 days to be evaluated!…”