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NVIDIA in financial engineering .....

Posted: Sat May 16, 2009 4:22 pm
by Lgringo
web over to:
http://www.scicomp.com/CUDA_movie

it's a core question if even more tools for smoke & mirrors financial adventures has any value-added for society, but we should at least be aware of what's out there and/or coming down the pike.

Re: NVIDIA in financial engineering .....

Posted: Sat May 16, 2009 6:33 pm
by alpha754293
I'm not the slightest bit surprised, esp. since Monte Carlo is used quite a bit in FE (apparently).

To date, the strongest systems/CPU for something like has always been POWER-based or quite possibly the Itanium2 (since it's architecture is quite similiar to the PPC series).

It still won't be quite as fast as if the codes were written in Fortran, but unlike say CFD or FEA, the chances that you'd even notice the performance difference is rather slim. Not unless you start really loading up the arrays and you're stacking up the ops.