Examples of articles appearing in past issues of The Journal of
Computational Finance:

- Valuing Moving Barrier Options
- A technique for calibrating derivative security pricing models:
numerical solution of an inverse problem
- Valuation of mortgage backed securities using Brownian bridges to reduce
effective dimension
- The equity option volatility smile: an implicit finite-difference
approach
- Robust numerical methods for PDE models of Asian options
- Accelerating Monte Carlo quasirandom sequences and variance reduction
- Using progam sythesis to price derivatives
- A parity result for American options
- The Passport option
- Pricing of interest rate contingent claims: implementing a simulation
approach
- Double barrier options: valuation by path counting
- A series expansion for the bivariate normal integral
- Accurate approximations for European-style Asian options
- The pricing of floating rate instruments
- The pricing of multi-asset options using a Fourier grid method
- The pricing of discretely sampled Asian and lookback options: A change
of numeraire approach
- Option pricing and linear complimentarity
- LP Valuation of exotic American options exploiting structure
- Approximating American options and other financial contracts using
barrier derivatives
- Computation of deterministic volatility surfaces
- A non-Gaussian stochastic volatility model
- Pricing continuous Asian options: a comparison of Monte Carlo and
Laplace transform inversion methods
- The Brownian bridge E-M algorithm for covariance estimation with missing
data

For more information visit
http://www.researchandmarkets. Version 6. (www.

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Business Editors

PROVIDENCE, R., a leading provider of software, technology and
services for advanced finite element analysis (FEA), announced today
that Version 6. The ABAQUS(R) software suite has an unsurpassed reputation
for technology, quality and reliability.

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(Lpgo: http: //www.newscom. A new framework
for simulating progressive failure allows ABAQUS/Explicit to
model damage and failure of materials, fasteners and other
connection types based on relevant criteria. In addition, distributed memory parallel (DMP)
execution is available with both ABAQUS/Explicit and
ABAQUS/Standard, which enables ABAQUS to be run in parallel on
various types of clusters.

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"

Technology Leadership in Analysis

The new versions of ABAQUS/Standard and ABAQUS/Explicit
demonstrate continuing technology leadership with significant advances
in three areas: contact, fracture and failure analysis and computing
performance. Memory requirements for parallel
execution of ABAQUS/Explicit have been reduced appreciably,
and scalar and parallel performance improvements in
ABAQUS/Explicit combine to provide significant reductions in
solution time., is the world's leading provider of
software , technology and services for advanced finite element
analysis.

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ABAQUS/Explicit also offers several improvements
in contact - for example, the ability to define initial
clearances and to control initial overclosures for general
contact.5 offers improvements in a number
of areas that combine to significantly reduce turnaround times
for solving large finite element models. The software delivers a unified finite
element analysis environment without equal, presenting a compelling
alternative to implementations involving multiple products and
vendors .

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This release provides further
improvements in accuracy, performance and robustness via such
developments as new contact formulations and stabilization
techniques. View cuts can be planar, cylindrical or
spherical, or they may be isosurfaces of a specific result quantity . This feature allows users to access
their ABAQUS results files across the network for visualization with
little performance degradation, thereby eliminating the need to move
the often sizable results to their local desktop computer. Customers
include automotive and off-highway manufacturers and suppliers;
aerospace and defense firms; makers of consumer, electronics and
medical products; raw material providers; and companies in the oil and
civil engineering industries.

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I. Modeling and visualization for
fracture and failure has also been considered, as ABAQUS/CAE
now provides support for fracture mechanics analyses with the
ability to define cracks and to create appropriate meshes.
Analyst productivity will also benefit from the new network ODB
(output data base) connector .

Founded in 1978, ABAQUS, Inc.com
(C) 2005 ABAQUS, Inc.

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"It
features a number of innovations that help analysts navigate the
finite element modeling environment and implement simulation workflows
that are more productive and closer to real-world behavior. ABAQUS(R) is a
registered trademark or trademark of ABAQUS, Inc.

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With more than 130 enhancements across the software suite, ABAQUS
Version 6.5 has proved to be effective in creating
complex finite element models for our most challenging analyses,"
commented Dr.5 of ABAQUS/CAE offers a long list of new features and
enhancements to improve usability, including the introduction of the
Model Tree.

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About ABAQUS, Inc.

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As an individual subscriber you will additionally, during the period of
your subscription, have online access to the full text of every article ever
published in the history of the journal.

- Fundamental numerical analysis and developments in free-boundary
problems in finance

As the only publication devoted exclusively to applied computational
research, The Journal of Computational Finance provides unique access to the
latest thinking from the best minds in this rapidly evolving field, making it
essential reading for anyone with an interest in this area. It has been adopted by major
corporations across all engineering disciplines as an integral part of
their design process.
ABAQUS employs over 430 people worldwide, with 28 direct offices
for technical support, sales and services, plus a network of
technically advanced distributors in emerging markets.

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DUBLIN, Ireland, Research and Markets
(http://www.

New ABAQUS Version 6.5 Increases Analysis Power and Ease of Use

abaqus.

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com/reports/c16054

Laura Wood
Senior Manager
Research and Markets
press@researchandmarkets., in the United
States and other countries .

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researchandmarkets.

Industry-leading contact has been a hallmark of
ABAQUS/Standard for some time.

New capabilities in the area of fracture and failure represent
a long -term development initiative at ABAQUS, and Version 6.5
delivers the first fruits of this undertaking. ABAQUS offers a powerful and complete solution
for simple to complex linear and nonlinear engineering problems, using
the finite element method. All rights reserved. All other brand names , product names or
trademarks belong to their respective holders.

geometry hyperbolic

"ABAQUS/CAE Version 6.
Finally, ABAQUS/Standard can be used in many applications that
require the modeling of wear/erosion of material at one or
more surfaces, such as automotive tire wear and certain
geotechnical applications.

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com
Fax: +353 1 4100 980

5 achieves a new overall standard for performance, usability
and simulation fidelity while upholding a distinguished reputation for
flexibility and reliability. The Model Tree provides a visual description of the
hierarchy of objects in a model and is a convenient tool for
navigating and managing finite element models .

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Research and Markets: Get the Latest Information on Advances in Numerical and Computational Techniques in Pricing Hedging and Risk Management of Financial Ins

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com/reports/c16054 ) has announced the addition
of The Journal of Computational Finance to their offering.-Ing.

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- Simulation approaches and optimisation techniques in hedging, pricing
and risk management.5 becomes a
fully integrated simulation environment for the dedicated ABAQUS
user," said Ken Short, Vice-President of Marketing at ABAQUS.

A Focus on Analyst Productivity

Version 6. The Model Tree can act
as a guide for new users of ABAQUS/CAE, since the arrangement of the
objects in the tree reflects the order in which users are expected to
create their model. A wide range of structural, thermal and
coupled analyses is supported.
Note to editors: Images and captions may be downloaded at
www.

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Another important addition to ABAQUS/CAE is tetrahedral meshing
technology that, when combined with new curvature -based mesh sizing,
provides industry-leading performance, robustness and element quality.

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5 of its ABAQUS(R) product suite has begun shipping to
customers. Andreas Bottcher of Siemens Power Generation , Gas
Turbine Engineering.com/editors

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----

Combines new modeling, meshing and visualization performance with
technology advances for an integrated and flexible FEA
software suite

ABAQUS , Inc. In addition, new
cohesive elements in ABAQUS/Explicit and ABAQUS/Standard can
be used to model separation between two initially bonded
surfaces, such as is required for progressive failure of
adhesives or composites. The advent of new
parallel element operations in ABAQUS/Standard, together with
the already available parallel solvers , results in complete
parallelization of many ABAQUS/Standard analyses and provides
notable performance gains.abaqus.

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This release also heralds a dramatic step up in
integrated , interactive modeling and results visualization, with
important new features in the interactive product , ABAQUS/CAE. Engineers
who have come to rely on the power of ABAQUS simulation technology
will quickly appreciate the advantages of using the integrated ABAQUS
suite.

Optimizing computing performance is a strategic priority for
ABAQUS software. ABAQUS is privately held and is
headquartered in Providence, Rhode Island.

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com/cgi-bin/prnh/20040820/RESEARCH )
The main focus of this quarterly refereed journal is on the advances in
numerical and computational techniques in pricing, hedging and risk management
of financial instruments. The company's highly regarded analysis products,
ABAQUS/Standard and ABAQUS/Explicit, include new developments in
contact, in fracture and failure analysis, and in parallel computing
performance.

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The Journal of Computational Finance features:

- Numerical solutions of pricing equations - finite differences, finite
elements and spectral techniques in one and multiple dimensions. "The new meshing capabilities allow us to create
appropriate element densities, and the ability to access analysis
results across the network helps us better leverage our hardware
resources."
"With strong advances in usability , ABAQUS Version 6.
The new "view cut" capability allows the analyst to see how results
vary inside the model.

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