High-performance computing in finance: problems, methods, and solutions
Éditeur :
Taylor & Francis Inc
ISBN :
9781482299663
Date de publication :
12 mars 2018
Dimensions :
23,4 x 15,6 cm
Poids :
875 g
Langue :
Anglais
Pays d'origine :
USA
Intended for practitioners, researchers and graduate students in quantitative finance, computer science and related fields, this book serves as a handbook for design and implementation of financial models with relevant numerical methods on different HPC platforms in banks, insurance companies, pensions, asset-management companies and trading firms.