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
• Traders

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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