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GTC On-Demand

Finance
Presentation
Media
Abstract:
During the previous GTC Murex has shown how the company had adapted their generic Monte-Carlo & PDE codes compatible with a payoff language. With one more year of experience with GPUs and OpenCL Murex will show how the company has broadened ...Read More
Abstract:

During the previous GTC Murex has shown how the company had adapted their generic Monte-Carlo & PDE codes compatible with a payoff language. With one more year of experience with GPUs and OpenCL Murex will show how the company has broadened the usage of GPUs for other subjects like vanilla screening or model calibration and focus on their new challenge ââ?¬Ë?use as many GPUs as possibleââ?¬â?¢ for one single computation.

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Topics:
Finance
Type:
Talk
Event:
GTC Silicon Valley
Year:
2012
Session ID:
S2250
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