network profile
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| visits | member for | 2 years, 1 month |
| seen | Sep 27 '11 at 16:35 | |
| stats | profile views | 0 |
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May 6 |
comment |
Credit Valuation Adjustments — computation issues Then the question is even more vague :) You either speed up by adding hardware or find more of analytical solution to a very multi-factor problem. Haven't seen Capriotti papers, will take a look. GPUs is an easy add-on to most desktop/server systems and with just 2 Tesla cards you can get 1000 cores on one server, inexpensive speedup(especially for MC problems) for just reprogramming the software. |
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May 6 |
awarded | Teacher |
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May 5 |
answered | Credit Valuation Adjustments — computation issues |
