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