Seminars on GPU-Accelerated Derivative Pricing Models
London, October 17, 2011
Presented 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
  • Traders

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
  • Cost-effective technologies
  • Higher performance to price ratio than a CPU cluster

    • The seminars are free, but space is limited, register today!

    London Seminar

    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

    REGISTRATION CLOSED.

    SciComp Inc. NVIDIA Dell

    ©2011 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.