Teraflops for Games and Derivatives Pricing: Wilmott Magazine Article – Christoph Bennemann, Mark W. Beinker, Daniel Egloff, and Michael Gauckler

Financial computing continuously demands higher computing performance, which can no longer be accomplished by simply increasing clock speed. Cluster and grid in- frastructures grow, their cost of ownership explodes.

Logged-in members can download the article by clicking the link below. To log in or register visit here.

Related Posts

All Change SciComp Inc has been a major provider of derivatives pricing and risk models for two decades. Dean Tallam discusses the firm's outlook on technology i...
Derivatives Pricing and Trading in Incomplete Mark... In this tutorial, various derivative pricing notions in incomplete markets are illustrated using a simple example, with emphasis on how to use these p...
American π: Piece of Cake? An American option can be exercised by its holder at any time he wishes, not just at the expiration date. Textbooks tell you that pricing it in the co...
Primer On Arbitrage And Asset Pricing: Wilmott Mag... Back to first principles… Leonard MacLean and Bill Ziemba Financial decision making is typically concerned with the amount of investment capital ...
Close Encounters Of The Third Order: Wilmott Magaz... Implied volatility approximations atop the Devil's Tower - Mike Staunton The 1977 science fiction movie Close Encounters of the Third Kind was writ...
Quantifying Model Risk: Wilmott Magazine Article Issues and approaches to measure and assess model risk when building quant models. With model failures leading to some high-profile financial accid...
Gambler’s Ruin: Wilmott Magazine Article Ruination leads to enlightenment; tough, but true - Aaron Brown The term "gambler's ruin" is used fora number of statistical ideas whose common den...
Volatility: Time and Black–Scholes–Merton The formalism of Black–Scholes–Merton knows of no such thing as the past or the future. When it models the stochastic process of the underlying as...
151103_bennemann