Creating Multi-threaded and Parallel Applications for Computational Finance
26.1 INTRODUCTION AND OBJECTIVES
In this chapter we give an introduction to the design and implementation of multi-threaded and parallel applications in .NET. The goal is to define a process that will allow us to discover parallelism and concurrency in applications and then to implement these applications using a combination of parallel design patterns and the .NET features introduced in Chapters 24 and 25. In particular, we pay attention to the following topics:
It is impossible to discuss all of the above attention areas in equal detail in this book but we try to delineate the necessary steps in the process. The parallel design patterns mentioned in this book are discussed in detail in Mattson, Sanders and Massingill 2005. ...