Computational Finance on the GPU
Computational Finance on the GPU
Computational Finance on the GPU
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Objective<br />
• Develop understanding of what<br />
“<str<strong>on</strong>g>Computati<strong>on</strong>al</str<strong>on</strong>g> <str<strong>on</strong>g>Finance</str<strong>on</strong>g>” means<br />
• Learn who uses <str<strong>on</strong>g>Computati<strong>on</strong>al</str<strong>on</strong>g> <str<strong>on</strong>g>Finance</str<strong>on</strong>g><br />
– Why do <strong>the</strong> users need it?<br />
– What do <strong>the</strong>y do with <strong>the</strong> informati<strong>on</strong>?<br />
• Take a look at some typical algorithms<br />
• C<strong>on</strong>sider <strong>the</strong> challenges and benefits of adopti<strong>on</strong>
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