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Minsky at Murex: GPUs for Risk Management

In this video from the NVIDIA GPU Technology conference, Pierre Spatz from Murex presents: Minsky at Murex.

“Murex has been an early adopters of GPU for pricing and risk management of complex financial options. GPU adoption has generated performance boost of its software while reducing its usage cost. Each new generation of GPU has also shown the importance of the necessary reshaping of the architecture of the software using its GPU accelerated analytics. Minsky featuring far better GPU memory bandwidth and GPU-CPU interconnect rase the bar even further. Murex will show how it has handled this new challenge for its business.”

Pierre Spatz heads the quantitative analysis team of Murex, a world leader in trading and risk management software. He holds a master’s degree in computer engineering and applied mathematics from ENSIMAG in Grenoble, France.

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