The gpgpu tag has no wiki summary.
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Reference request: Survey article on GPU in Finance
I would like to get and idea of how people use GPUs in finance.
I can find some specific papers or books on the subject.
GPUs in binomial model, finite difference, monte carlo,...
But I couldn't ...
5
votes
2answers
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Credit Valuation Adjustments — computation issues
I'm currently working on my Masters project related to accelerating Greeks computations for CVA on mixed interest rate portfolios. I would like to know about the status of technology for CVA and its ...
10
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2answers
907 views
What are some computational bottlenecks that quants face? [closed]
What are the current computational (non-network) bottlenecks now in a quant's workflow? What computational tasks would be revolutionary with a 10-100x improvement in performance using general purpose ...
