
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
