High-Performance Computing In Finance: Problems, Methods, And Solutions (Chapman And Hall/Crc Financial Mathematics Series)

This general book on high-performance computing in finance is academically and pragmatically relevant as it is built around real-life challenges. The text covers the newest techniques such as automatic differentiation, dataflow, and large scale computation for Basel III, Solvency II, and stochastic programming. With illustrative success stories in the use of high-performance computing in the finance and insurance industries, the book imparts the wisdom of adopting this method of numbers crunching to achieve business goals.

• • Author: Erik Vynckier, Juho Kanniainen, John Keane
• • Publisher: Chapman And Hall/Crc
• • Publication Date: Mar 12, 2018
• • Number of Pages: 636 pages
• • Language: English
• • Binding: Hardcover
• • ISBN-10: 1482299666
• • ISBN-13: 9781482299663