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| About AAI | Contact AAI | Personnel| Research | Products | Consulting | Join Us |
About AAI | AAI was incorporated in October, 1996. Supported by a global network of renowned mathematicians, computer scientists, and physicists, its mission is to develop world class mathematical solutions, for analytical problems related to risk management, financial derivatives, modeling of economies, financial markets and financial instruments and implement them in software applications, to support the daily trading production and risk management systems of the major investment banks and financial institutions. | Research | AAI anounnces a revolutionary breakthrough in its proprietary research on Monte Carlo simulation. The invention of AAI can increase the speed of computation in risk management and derivative pricing up to hundreds even thousands times over currently known methodologies. AAI mathematicians and scientists are also conducting research on the other frontiers of mathematical finance, including exploratory methodologies beyond the Efficient Market and Random Walk Hypothesis, jointly with leading academics in mathematics, statistics, computer science, physics, finance and economics, working closely with practitioners in finance industry. |
Software Products |
A key product of AAI, ACE(Accelerated Convergence Expert), is based on the breakthroughs in its proprietary research. AAI has also developed an object-oriented library, AAL (Advanced Analytics Library), containing the key mathematical functions and the popular term structure models in derivative pricing and risk management. The software products developed by AAI are currently implemented in daily trading, production, and risk management in major banks and financial institutions in North America and around the world. |
Personnel |
AAI was incorporated by Xiaolu Wang, a mathematician with research interests in many areas of mathematics and finance. The research at AAI is supported by a worldwide network of internationally renowned mathematicians, computer scientists, and physicists. Among its principals and directors are the leading mathematicians in areas including: Probability and Statistics, Stochastic Process, PDE, Fast Algorithms, Complexity Theory, AI and Machine Learning, Number Theory, and Mathematical Finance. |
AAI provides consulting service to assist its clients in developing and implementing mathematical solutions and software applications and enhancing the performance of their proprietary systems developed in-house or licensed third party for trading and risk management. |
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