pricing derivatives


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

SciFinance® automatically generates GPU-enabled pricing & risk model source code that runs up to 220x faster than serial code using NVIDIA® Tesla™ GPUs.

SciFinance® is a derivatives pricing and risk model development tool that automatically generates C/C++ and GPU-enabled source code from concise, high-level model specifications. No parallel computing or CUDA programming expertise is required.

Find out more about creating GPU-enabled pricing and risk models by signing up for this FREE seminar. 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

Register to see how easy it is to get started on accelerating your derivative pricing models

A Seminar on GPU-Accelerated Derivative Pricing and Risk Model in London
When: The seminar scheduled for Tuesday, January 26, 2010 will be rescheduled. Please check back for the new date and time. If you have already registered, we will be in touch with you via email.
Where: Central London location,
(to be announced shortly)

For more information:

SciComp Inc. NVIDIA

©2010 SciComp Inc. SciFinance is a registered trademark of SciComp Inc. NVIDIA, the NVIDIA logo, CUDA and Tesla are trademarks or registered trademarks of NVIDIA Corporation in the United States and other countries. Other company and product names may be trademarks of the respective companies with which they are associated. All rights reserved.

 

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Webinar: Automatic GPU computing for derivative pricing models


NEWS

Reval Speeds Up Pricing Complex Instruments in the Cloud with SciFinance

"We were looking for a cost-effective and easy-to-deploy solution to improve the pricing of complex derivative instruments using PDEs or Monte Carlo simulation in our SaaS product. We found it with SciFinance and GPU-enabled models, without having to become experts in parallel coding or CUDA."

CUDA-Enabled Codes

"...the only thing you need to add to get GPGPU acceleration is literally 'CUDA'; it's a single keyword, not a fundamentally different way to formulate the math equations. This allows SciComp's customers to save even more time while also improving accuracy."

Beyond 3D