pricing derivatives


Webinar Recording:
GPU-Accelerated Derivative Pricing and Risk Models
Presented by SciComp Inc., NVIDIA Corporation and Dell, Inc.

Panelist Information:
Jeff Sporn, Business Development Manager, NVIDIA
Curt Randall, Executive Vice President, SciComp Inc.
Duration: 30 minutes

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For more info:

SciComp Inc. NVIDIA
Grey Line
SciComp Inc., 5806 Mesa Drive, Suite 250, Austin TX 78731, 512-451-1050, www.scicomp.com

NVIDIA Corporation, 2701 San Tomas Expressway, Santa Clara, CA 9505, 408-486-2000, www.nvidia.com


© 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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Watch the SciFinance Parallel Computing movie:

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