Computational Finance on the GPU
Computational Finance on the GPU
Computational Finance on the GPU
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Traders<br />
• Determine price for trade<br />
– Negotiate over <strong>the</strong> ph<strong>on</strong>e, require results fast<br />
– Minimize out-trades (errors)<br />
• Run positi<strong>on</strong>s<br />
– Sensitivities allow trader to predict resp<strong>on</strong>se to changes in<br />
underlying assets<br />
– Run often to allow trader to react quickly<br />
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