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N V I D I A N A G Intro 280110

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INTRODUCTION …

INTRODUCTION
How to implement fast, efficient Monte Carlo models and an overview of NAG and NVIDIA's products

Published in: Economy & Finance, Technology

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  • 1. Banking on Monte Carlo with GPUs Paris, 28 January 2010 Experts in numerical algorithms and HPC services
  • 2. Agenda An Overview of GPU Computing in Financial Services Alastair Houston - NVIDIA Numerical Excellence in Finance John Holden - NAG Monte Carlo Simulation and its Efficient Implementation Robert Tong - NAG Cocktail Banking on Monte Carlo, Paris, FRANCE - 28 January 2010
  • 3. Contacts NVIDIA Alastair Houston – ahouston@nvidia.com NAG in France François Cassier – francois.cassier@nag.com January 10 Banking on Monte Carlo, Paris, FRANCE - 28 January 2010