Get CUDA Computational Finance

Categories:


Monte-Carlo Option Pricing with Multi-GPU support For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options using Monte-Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™


Download - Windows
Download - Linux

Monte-Carlo Option Pricing For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options using Monte-Carlo approach.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

Whitepaper
Download - Windows
Download - Linux

Black-Scholes Option Pricing For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call and put prices for a given set of European options by Black-Scholes formula.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

Whitepaper
Download - Windows
Download - Linux

Binomial Option Pricing For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon.

This sample evaluates fair call price for a given set of European options under binomial model.
GeForce® 8 Series
Quadro® FX 5600 or later
Tesla™

Whitepaper
Download - Windows
Download - Linux

 

© 2008 NVIDIA Corporation | Privacy Policy | Legal Info
 
NVIDIA CUDA Zone Home