BT
x Share your thoughts on trends and content!
You are now in FULL VIEW
CLOSE FULL VIEW

GPUs in Finance
Recorded at:

by on Nov 21, 2012 | NOTICE: The next QCon is in London, March 6-10, 2017. Join us!
58:53

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.

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.

General Feedback
Bugs
Advertising
Editorial
Marketing
InfoQ.com and all content copyright © 2006-2016 C4Media Inc. InfoQ.com hosted at Contegix, the best ISP we've ever worked with.
Privacy policy
BT

We notice you're using an ad blocker

We understand why you use ad blockers. However to keep InfoQ free we need your support. InfoQ will not provide your data to third parties without individual opt-in consent. We only work with advertisers relevant to our readers. Please consider whitelisting us.