Seminars on GPU-Accelerated Derivative Pricing Models
London, October 17, 2011
by SciComp Inc., NVIDIA Corporation, Dell Inc., and Microsoft Corporation.
SciFinance® automatically generates CUDA-enabled derivatives pricing
model source code that runs up to 50x faster and more by using
NVIDIA® TeslaTM GPUs.
Who should attend this seminar?
- Quantitative Model Developers/Financial Engineers
- Risk Managers
- Portfolio Managers
Why should you attend this seminar?
CUDA-enabled pricing models improve derivatives risk management:
- CUDA-enabled pricing models let risk/portfolio managers:
- Reduce their dependence on simplified pricing models and analytical approximations
- Implement more accurate derivatives valuation models
- Faster derivatives pricing model execution times allow:
- Increase in the number of risk scenarios
- Alternative risk methodologies and increased risk attribution analysis
- Intra-day P&L and real-time risk management
Harness the benefits of GPU computing without learning CUDA programming:
- SciFinance requires no CUDA expertise, no hand-coding, and no need to worry about:
- Changes required to effectively implement a CUDA version of the serial pricing model
- Reassessing underlying numerical routines and methodologies
Together, SciComp, NVIDIA, Dell and Microsoft provide a robust derivatives solution:
Automated CUDA programming for derivatives pricing models
Faster derivatives pricing and risk management
Huge reduction in datacenter footprint
Higher performance to price ratio than a CPU cluster
The seminars are free, but space is limited, register today!
Monday, October 17, 2011
Apex City of London Hotel:
No. 1 Seething Lane
London, EC3N 4AX
5:30pm to 7:00 pm
Reception to follow
SciComp Inc. SciFinance is a registered trademark of SciComp Inc. Dell is a trademark of Dell Inc. ©2010 Dell Inc. All rights reserved. NVIDIA,
the NVIDIA logo, CUDA and
Tesla are trademarks or registered trademarks of NVIDIA
Corporation in the United States and other countries. Microsoft is a registered trademark of Microsoft Corporation in the United States and/or other countries. Other company
and product names may be trademarks of the respective companies with which
they are associated.
All rights reserved.