How to Solve Black-Scholes and Monte Carlo Equations With CUDA



Financial equation



I found this presentation that explains how to implement and solve with NVIDIA CUDA two of the most known financial equations: Black-Scholes and Monte Carlo. Those of you, quants, that play with these equations each and every day, should look at this document.

Download Computational Finance with CUDA Version 1.0.0



[ Subscribe to Geeks3D latest news by email ]

Related posts:

  1. CUDA Developers: Fermi Tuning Guide and CUDA Programming Guide Updated
  2. CUDA Programming: CuPP C++ Framework and ISC 2009 Tutorials (CUDA / OpenCL)
  3. Low Viscosity Flow Simulations with CUDA
  4. NVIDIA OpenGL Texture Format Spreadsheet Updated
  5. Electromagnetism Simulation with CUDA

Geeks3D.com

↑ Grab this Headline Animator