There is ongoing work in options pricing, risk analysis, and algorithmic trading using CUDA. This work along with some representative charts on random number generators and Monte-Carlo simulations are presented below.

NAG Numerical Routines for GPUs	Monte Carlo pricing models using SciFinance

BUY A PERSONAL SUPERCOMPUTER TODAY Look for NVIDIA Tesla Personal Supercomputers from NVIDIA Tesla Preferred Providers.

• Bloomberg using GPUs to Speed Up Bond Pricing
• BNP Paribas using Tesla GPUs to Price Derivatives

• CUDA SDK contains code samples for random number generators and Monte Carlo, Black-Scholes, and Binomial option pricing
• Derivatives pricing using SciFinance from SciComp
• Volera real-time option valuation engine from Hanweck
• 3D Visualization of Market Data from Aqumin
• Risk Analysis using CUDA from Exegy Ticker Plant
• Numerical Algorithms Group Financial Routines for GPUs
• LIBOR market model Monte Carlo application
• Level 3 Finance
• Accelerated Trading Solutions from OnEye (Australia)
• Arbitragis Trading
• Enabling GPU Computing in the R Statistical Environment
• MATLAB acceleration

• Mike Giles at Oxford
• Reports from Claudio Albanese: Callable Swaps, Continuous Time Finance
• Financial Monte Carlo Simulation on Architecturally Diverse Systems
• Wilmott Magazine: Derivatives pricing from QuantCatalyst
• Option Pricing from OnEye (Australia)
• Accelerating financial simulations from RapidMind
• Asian Option Pricing on a Cluster of GPUs

• MATLAB acceleration
• Tesla/CUDA Success stories
• Other Tesla Vertical Solutions
• CUDA Software development tools & libraries