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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^® Tesla^TM 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!