Get 220x faster execution of your Monte Carlo models with SciFinance® GPU-enabled derivatives pricing code

Automatically generate GPU-enabled pricing & risk model source code with SciFinance, and run that code up to 220x faster using NVIDIA GPUs. SciFinance is a derivatives pricing and risk model development tool that automatically generates C/C++ source code from concise, high-level model specifications.

SciFinance has been enhanced to automatically generate NVIDIA® GPU-enabled pricing model source code. SciFinance now takes advantage of CUDA™, a parallel computing architecture developed by NVIDIA that unlocks the parallel computational power of graphical processing units (GPUs). SciFinance GPU-enabled Monte Carlo pricing and risk models typically execute between 30 to 220 times faster than serial code running on CPUs only, while eliminating reprogramming for parallel architectures.

Find out more about creating GPU-enabled pricing and risk models
by downloading the NVIDIA / SciComp Technology Brief

Topics in the Technology Brief include:

  • Why GPUs for finance?
  • What is SciFinance?
  • Keys to NVIDIA® CUDATM programming
  • Alternatives for creating GPU-enabled pricing and risk models
  • Typical CUDA Monte Carlo speed-ups
  • Benefits of SciComp/NVIDIA joint technology
  • Cost/benefit considerations
  • Evaluation package information

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