AUTOMATIC GPU Computing for Derivative Pricing Models Webinar
SciFinance® automatically generates CUDA-enabled derivatives pricing model source code that runs up to 50x faster or more by using NVIDIA® Tesla GPUs.
Who should watch this webinar?
- Quantitative Model Developers/Financial Engineers
- Risk Managers
- Portfolio Managers
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
SciComp provides a robust derivatives solution:
Speaker Information: Dean Tallam, SciComp Inc. Duration: 33 minutes
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