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GTC ON-DEMAND

Finance
Presentation
Media
Practical Methods Beyond Monte Carlo in Finance
Speakers:
Pierre Spatz
- Murex SAS
Abstract:
Murex will share its practical experience using GPUs to accelerate high-performance analytics based on GPU-enabled Monte Carlo and PDE methods. We will also briefly describe Murex's experience developing a high-level payoff scripting language that allows user-definable payoffs for single and cross-asset instruments.
 
Topics:
Finance, Developer - Algorithms
Type:
Talk
Event:
GTC Silicon Valley
Year:
2010
Session ID:
2032
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