Broschiertes Buch

High-Performance Computing in Finance

Problems, Methods, and Solutions

Herausgeber: Vynckier, Erik; Dempster, M. A. H.; Kanniainen, Juho; Keane, John
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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 fir