DocumentCode :
2316131
Title :
2008 Workshop on High Performance Computational Finance, WHPCF Austin, TX - November 16th, 2008
fYear :
2008
fDate :
16-16 Nov. 2008
Firstpage :
1
Lastpage :
2
Abstract :
The following topics are dealt with: financial services; computational finance; copyright; locality based computing; HPC; financial analytics; many-core architecture; Blue Gene; multi-variate finance kernels; optimal asset allocation; Monte Carlo simulation; high dimensional Bermudan-American options; stream processing; InfiniBand advanced message queueing protocol.
Keywords :
financial data processing; Blue Gene; HPC; InfiniBand advanced message queueing protocol; Monte Carlo simulation; computational finance; copyright; financial analytics; financial services; high dimensional Bermudan-American options; locality based computing; many-core architecture; multi-variate finance kernels; optimal asset allocation; stream processing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
High Performance Computational Finance, 2008. WHPCF 2008. Workshop on
Conference_Location :
Austin, TX
Print_ISBN :
978-1-4244-2911-0
Type :
conf
DOI :
10.1109/WHPCF.2008.4745393
Filename :
4745393
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=2316131
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