Computational economics is a grand challenge in computer science: to model markets accurately, efficiently, and quickly. Likened to the importance of weather prediction to agriculture, economic predictions are extremely important to businesses, governments, and both private and group investors. The valuation of capital investments and financial instruments is the foundation of free market economies, where debt and equity are traded in great volume. This paper discusses the use of massively parallel computation to analyze financial investments. We discuss the advantages and pitfalls of bringing supercomputers to bear on the problem.