No
Yes
View More
View Less
Working...
Close
OK
Cancel
Confirm
System Message
Delete
Schedule
An unknown error has occurred and your request could not be completed. Please contact support.
Scheduled
Wait Listed
Personal Calendar
Speaking
Conference Event
Meeting
Interest
Schedule TBD
Conflict Found
This session is already scheduled at another time. Would you like to...
Loading...
Please enter a maximum of {0} characters.
Please enter a maximum of {0} words.
must be 50 characters or less.
must be 40 characters or less.
Session Summary
We were unable to load the map image.
This has not yet been assigned to a map.
Search Catalog
Reply
Replies ()
Search
New Post
Microblog
Microblog Thread
Post Reply
Post
Your session timed out.
This web page is not optimized for viewing on a mobile device. Visit this site in a desktop browser to access the full set of features.
2017 GTC San Jose

S7668 - Practical Aspects of Porting Monte Carlo Exotic Derivative Pricing Engines to IBM Power 8+ with Tesla P100 GPUs

Session Speakers
Session Description

The Pascal generation of GPUs is bringing an increased compute density to data centers and NVLink on IBM Power 8 CPUs makes this compute density ever more accessible to HPC applications. However, reduced memory-to-compute ratios present some unique challenges for the cost of throughput-oriented compute. We'll present a case study of moving up production Monte Carlo GPU codes to IBM's "Minsky" S822L servers with NVIDIA Tesla P100 GPUs.


Additional Session Information
Intermediate
Talk
Finance HPC and Supercomputing
Financial Services
25 minutes
Session Schedule