November 2011
Intermediate to advanced
560 pages
17h 46m
English
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Introduction
State of GPU Computing in Computational Finance
The ever-increasing sophistication of financial instruments and trading strategies, as well as strict regulatory requirements, leads to an enduring demand for faster and more accurate models. Computational finance encompasses the spectrum of algorithms to provide these models in applications such as options pricing, risk management, portfolio optimization, and algorithmic trading; GPUs are providing extraordinary performance benefits in the acceleration of the underlying numerical methods for calibration, pricing, and analytics. These benefits are frequently dispensed not only on reducing the time to get a result but also on improving the accuracy of the computation, reducing the cost ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.