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2017 GTC San Jose

S7138 - Enhancing Pricing Performance and Quants Productivity in a Cloud Based Development Environment

Session Speakers
Session Description

Misys quants use a groovy-based DSL to write efficient GPU-enabled pricing models without any OpenCL or NVIDIA CUDA knowledge. Allowing progressive migration from legacy code to GPU-enabled models, this framework leverages GPGPU strengths to achieve high-performance pricing with a really short learning curve. We'll start with an overview of the framework, and then focus on the online ecosystem Misys provides to allow third parties to develop and run their custom code on GPUs in the cloud through a PaaS-like interface.


Additional Session Information
Intermediate
Talk
Finance
Cloud Services Financial Services
25 minutes
Session Schedule