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GTC ON-DEMAND

Presentation
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Abstract:

Murex has been an early adopters of GPU for pricing and risk management of complex financial options. GPU adoption has generated performance boost of its software while reducing its usage cost. Each new generation of GPU has also shown the importance of the necessary reshaping of the architecture of the software using its GPU accelerated analytics. Minsky featuring far better GPU memory bandwidth and GPU-CPU interconnect rase the bar even further. Murex will show how it has handled this new challenge for its business.

Murex has been an early adopters of GPU for pricing and risk management of complex financial options. GPU adoption has generated performance boost of its software while reducing its usage cost. Each new generation of GPU has also shown the importance of the necessary reshaping of the architecture of the software using its GPU accelerated analytics. Minsky featuring far better GPU memory bandwidth and GPU-CPU interconnect rase the bar even further. Murex will show how it has handled this new challenge for its business.

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Topics:
HPC and AI, Performance Optimization
Type:
Talk
Event:
GTC Europe
Year:
2017
Session ID:
23209
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Abstract:

Topics covered in this session include: Software for Trading, Risk Management and Processing

Topics covered in this session include: Software for Trading, Risk Management and Processing

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Topics:
Emerging Companies Summit
Type:
Talk
Event:
GTC Silicon Valley
Year:
2013
Session ID:
S3805
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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.

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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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.
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.  Back
 
Topics:
Finance, Developer - Algorithms
Type:
Talk
Event:
GTC Silicon Valley
Year:
2010
Session ID:
2032
Streaming:
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