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GPUs in Finance
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.
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.
Nov 21, 2012
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