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GTC ON-DEMAND

Finance
Presentation
Media
Speakers:
Ian Reid
- NAG
Abstract:
Last year NAG presented spectacular results for Monte Carlo techniques on GPUs using NAG's GPU library. This year we will talk about new projects in the areas of Monte Carlo and PDE techniques, delivering additional benefits to the finance industry for real-world problems, including credit modeling.
 
Topics:
Finance
Type:
Talk
Event:
GTC Silicon Valley
Year:
2010
Session ID:
S102063
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