Sign up for our newsletter and get the latest HPC news and analysis.

From GPU Computing Toward Full HPC In Finance with GPUs

Pierre Spatz, Murex

Pierre Spatz, Murex

In this video from the GPU Technology Conference, Pierre Spatz from Murex presents: From GPU Computing Toward Full HPC In Finance with GPUs.

During the previous GTC, Murex has shown how the company had adapted their generic Monte-Carlo & PDE codes compatible with a payoff language. With one more year of experience with GPUs and OpenCL Murex will show how the company has broadened the usage of GPUs for other subjects like vanilla screening or model calibration and focus on their new challenge: use as many GPUs as possible for one single computation.

Download the slides (PDF) * See more talks from GTC 2014

Resource Links: