Computational Finance on the GPU
Computational Finance on the GPU
Computational Finance on the GPU
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Backoffice<br />
• Manage risk and capital reserves for regulati<strong>on</strong><br />
– Large runs can take days to complete<br />
– Accurate results allow greater c<strong>on</strong>trol, and hence more trades<br />
• M<strong>on</strong>itor traders’ exposure<br />
– Run intra-day<br />
• Greater accuracy requires l<strong>on</strong>ger run times<br />
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