High-Performance Computing on Wall Street

Financial institutions could achieve a two- orders-of-magnitude optimization by utilizing parallel computing for their applications. If programmers can meet the software challenges, parallelization could dramatically reshape computational finance for years to come.

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Bibliographic Details
Published in:Computer (Long Beach, Calif.) Calif.), 2010-12, Vol.43 (12), p.53-59
Main Authors: Spiers, B, Wallez, D
Format: Article
Language:English
Subjects:
Applied sciences
Computation
Computational finance
Computational modeling
Computer programs
Computer science
control theory
systems
Computer systems and distributed systems. User interface
Corporate finance
Exact sciences and technology
Field programmable gate arrays
Finance
Financial institutions
High performance computing
Mathematical model
Monte Carlo methods
Multicore processing
Optimization
Parallel processing
Parallelization
Portfolios
Programmers
Software
Walls
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Description
Summary:Financial institutions could achieve a two- orders-of-magnitude optimization by utilizing parallel computing for their applications. If programmers can meet the software challenges, parallelization could dramatically reshape computational finance for years to come.
ISSN:0018-9162
1558-0814
DOI:10.1109/MC.2010.349