SC-WHPCF

Keyphrases

Publications

2009

Xiaolan Joy Zhang, Henrique Andrade, Bugra Gedik, Richard King, John F. Morar, Senthil Nathan, Yoonho Park, Raju Pavuluri, Edward Pring, Randall Schnier, Philippe Selo, Michael Spicer, Volkmar Uhlig, Chitra Venkatramani
Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middleware. SC-WHPCF (2009)
Abhijeet Gaikwad, Ioane Muni Toke
GPU based sparse grid technique for solving multidimensional options pricing PDEs. SC-WHPCF (2009)
Matthew Dixon, Jike Chong, Kurt Keutzer
Acceleration of market value-at-risk estimation. SC-WHPCF (2009)
David Leinweber
Technology and the great mess of '08: keynote. SC-WHPCF (2009)
Constantine Bekas, Alessandro Curioni, Irina Fedulova
Low cost high performance uncertainty quantification. SC-WHPCF (2009)
Donna N. Dillenberger, Alan J. King, Francis N. Parr
Requirements for systemic risk management in the financial sector: invited talk. SC-WHPCF (2009)
Jorge Nocedal
Fast and parallel algorithms for pricing American options: keynote. SC-WHPCF (2009)
Mukul Majmudar, Ciprian Docan, Manish Parashar, Christopher Marty
Cost vs. performance of VaR on accelerator platforms. SC-WHPCF (2009)
Timothy J. Williams
Distributed calculations on fixed-income securities: keynote. SC-WHPCF (2009)
Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA SC-WHPCF (2009)