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Finance
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Practical Aspects of Porting Monte Carlo Exotic Derivative Pricing Engines to IBM Power 8+ with Tesla P100 GPUs
Abstract:

The Pascal generation of GPUs is bringing an increased compute density to data centers and NVLink on IBM Power 8 CPUs makes this compute density ever more accessible to HPC applications. However, reduced memory-to-compute ratios present some unique challenges for the cost of throughput-oriented compute. We'll present a case study of moving up production Monte Carlo GPU codes to IBM's "Minsky" S822L servers with NVIDIA Tesla P100 GPUs.

 
Topics:
Finance, HPC and Supercomputing
Type:
Talk
Event:
GTC Silicon Valley
Year:
2017
Session ID:
S7668
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