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Computational Finance on the GPU

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Case Study: Equity Derivatives<br />

No need to<br />

compromise<br />

15 15x Faster<br />

1<br />

2 Tesla S1070 16x Less Space<br />

500 CPU Cores<br />

$24 K 10x Lower Cost<br />

$250 K<br />

2.8 190x kWatts Lower<br />

Power in Total<br />

13x Lower Power<br />

37.5 kWatts<br />

Source: BNP Paribas, March 4, 2009

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