High Frequency Trading Review


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    High Frequency Trading Review


    Start date

    October 16, 2011

    End date

    October 16, 2011




    Apex City of London Hotel: No. 1 Seething Lane London, EC3N 4AX [Map it]

    Event price



    Seminars on GPU-Accelerated Derivative Pricing Models 
    New York, September 27, 2011
    London, October 17, 2011
    Presented by SciComp Inc., NVIDIA Corporation, Dell Inc., and Microsoft Corporation.

    SciFinance® automatically generates CUDA-enabled derivatives pricing model source code that runs up to 50x faster or more by using NVIDIA® TeslaTM GPUs.

    Who should attend this seminar?

    • Quantitative Model Developers/Financial Engineers
    • Risk Managers
    • Portfolio Managers
    • Traders

    Why should you attend this seminar?

    CUDA-enabled pricing models improve derivatives risk management:

    • CUDA-enabled pricing models let risk/portfolio managers:
      • Reduce their dependence on simplified pricing models and analytical approximations
      • Implement more accurate derivatives valuation models
    • Faster derivatives pricing model execution times allow:
      • Increase in the number of risk scenarios
      • Alternative risk methodologies and increased risk attribution analysis
      • Intra-day P&L and real-time risk management

    Harness the benefits of GPU computing without learning CUDA programming:

    • SciFinance requires no CUDA expertise, no hand-coding, and no need to worry about:
      • Changes required to effectively implement a CUDA version of the serial pricing model
      • Reassessing underlying numerical routines and methodologies

    Together, SciComp, NVIDIA, Dell and Microsoft provide a robust derivatives solution:

    • Automated CUDA programming for derivatives pricing models
    • Faster derivatives pricing and risk management
    • Huge reduction in datacenter footprint
    • Cost-effective technologies
    • Higher performance to price ratio than a CPU cluster

      The seminars are free, but space is limited, register today!

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