This research area is known as computational finance.

ABM is starting to be applied to computational finance.

It can address the diversity and complexity of computational finance and financial engineering problems in a common object-oriented framework.

Statmetrics is a free cross-platform software application providing an interactive environment for computational finance.

It was the first financial engineering, computational finance, mathematical finance type of program.

The birth of computational finance as a discipline can be traced to Harry Markowitz in the early 1950s.

During the 1970s, the main focus of computational finance shifted to options pricing and analyzing mortgage securitzations.

Around this time computational finance became recognized as a distinct academic subfield.

The first degree program in computational finance was offered by Carnegie Mellon University in 1994.

Integrals in hundreds or thousands of variables are common in computational finance.