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Practical use of GPUs and Numerical Code in Finance

Thursday March 3, 2011

Illinois Technology Association, 200 S Wacker, 15^th Floor, Chicago, IL 60606

The Numerical Algorithms Group (NAG) and NVIDIA hosted a city seminar for finance professionals. The event provided the opportunity to find out more about the advances in the use of GPUs for numerical work, and also provided an overview of NAG and NVIDIA's products.

Overview of NAG in Finance with brief demonstrations of use
Marcin Krzysztofik, NAG.

The presentation will include product demonstrations relevant to finance. Attendees will gain an understanding of how NAG’s mathematical and statistical software can be integrated into many different programs and environments, including Excel, MATLAB (using the NAG Toolbox for MATLAB®), C, C++, and C#.

An Overview of GPU Computing in Financial Services
John Ashley, NVIDIA.

The presentation will introduce NVIDIA and the basic concepts of GPU computing in the context of the Financial Services Industry.  Areas where customers are successfully seeing dramatic performance improvements will be highlighted.

Advances in use of GPUs for financial engineering
Robert Tong, NAG.

This presentation will bring you up to date with details of the latest work that is being done to implement NAG methods on GPU processors.  It will provide the opportunity to see some of the latest performance data that has resulted from this work.