Thalesian Workshop 2009: GPUs in Finance

This is a past event

62 people went

Price: £95.00 /per person

Location visible to members



Monte Carlo Pricing Libraries on High Performance Multi-core Architectures

with lectures and hands-on laboratory exercises by

Prof. Claudio Albanese (King's College, London)
Thomas Bradley (NVIDIA)
Prof. Mike Giles (Oxford University)
Prof. Paul Kelly (Imperial College, London)
Dr. David Thomas (Imperial College, London)
Dr. Robert Tong (NAG)
Gernot Ziegler (NVIDIA)

and demonstrations on high-performance hardware by

Jas Garcha (SuperMicro) and a NAG Q&A session and demo by John Holden (NAG) .

For more information, please see http://www.thalesians... (