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:

  • 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
  • Speaker Information: Dean Tallam, SciComp Inc. Duration: 33 minutes

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