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A Seminar on GPU-Accelerated Derivative Pricing and Risk Models
Presented by SciComp Inc. and NVIDIA Corporation

London, Tuesday, January 26, 2010
17.00-18.00, Reception to follow
Central London location (tba)

Find out more about creating GPU-enabled pricing and risk models by signing up for this FREE seminar. SciFinance® automatically generates GPU-enabled pricing & risk model source code that runs up to 220x faster than serial code using NVIDIA® Tesla™ GPUs.

Learn about:

  • How to automatically generate GPU-enabled source code for any Monte Carlo derivative pricing and risk model (including path dependency and early exercise)
  • How you can easily generate GPU-enabled code for your own proprietary pricing models
  • How to reduce the cost of your compute farm by more than 10X
  • Keys to NVIDIA® CUDA™ programming
  • Typical SciFinance® GPU-enabled pricing model speed-ups
  • Cost/benefit considerations
  • Evaluation packages

Learn More