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Facilitating the Spread of Knowledge and Innovation in Professional Software Development

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GPUs in Finance

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Summary

Andrew Sheppard overviews the driving forces behind GPU’s adoption by the financial industry, and explains the use of the Monte Carlo technique on GPUs.

Bio

Andrew Sheppard is a financial consultant with extensive experience in quantitative financial analysis, trading-desk software development, and technical management. From 2006 to 2010, Andrew worked at a New York multi-strategy hedge fund. For more than three years, Andrew has been an active developer of GPU massively parallel software in C/C++ for real-time financial trading and risk.

About the conference

Software is changing the world; QCon aims to empower software development by facilitating the spread of knowledge and innovation in the enterprise software development community; to achieve this, QCon is organized as a practitioner-driven conference designed for people influencing innovation in their teams: team leads, architects, project managers, engineering directors.

Recorded at:

Nov 21, 2012

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