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GPU Applications

Computational Finance

NVIDIA® Tesla® GPU Accelerators offers financial service firms the ability to drive their business faster, with better analytics at lower cost. GPUs allow complex risk calculations at the trader level to run in seconds, allowing real-time risk to be business as usual. Value at Risk, Counterparty Risk, and Initial and Lifetime Margining calculations are some of the types of calculations benefiting from GPU acceleration – allowing for increasing numbers of scenarios and sensitivities, with more complex models – while reducing overall costs by up to 80%. The technology is complemented by a rich ecosystem of solution providers - ISVs, Library Vendors , Consultants , and training companies - that makes GPUs even more accessible.

 

HEAR FROM THESE PRACTITIONERS WHY THEY CHOSE TO DEVELOP ON GPUS:

Testimonial: Pierre Spatz, Head of Quantitative Research, Murex

Testimonial: Pierre Spatz, Head of Quantitative Research, Murex

Testimonial: Mike Giles, Professor of Mathematics, Oxford University

Testimonial: Mike Giles, Professor of Mathematics, Oxford University

 
 
 

For information on key computational finance applications, please visit the GPU Applications page.

 
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