Welcome to the Computational Finance community.

 This community covers all aspects of computational finance so I welcome contributions in areas such as option pricing using finite difference and Monte Carlo methods (which will also include random number generation as a sub-topic), as well as other areas such as portfolio optimisation and algorithmic trading.

My own research is primarily in Monte Carlo methods, but I have an extensive background in finite difference and finite volume methods in CFD (computational fluid dynamics). I am working with NAG to develop GPU implementations of random number generators and other numerical routines (see  www.nag.co.uk/numeric/GPUs/ ) and I have also created CUDA examples of both Monte Carlo and finite difference methods (see people.maths.ox.ac.uk/~gilesm/hpc/ ). 

I hope this site will stimulate a good discussion between academics and those working in industry, on ways of improving the exploitation of GPUs for high throughput computing, and at the same time trying to simplify the programming effort required. 

Mike Giles, University of Oxford.