Minsky at Murex: GPUs for Risk Management

Pierre Spatz from Murex gave this talk at the NVIDIA GPU Technology Conference. "Murex has been an early adopters of GPU for pricing and risk management of complex financial options. GPU adoption has generated performance boost of its software while reducing its usage cost. Each new generation of GPU has also shown the importance of the necessary reshaping of the architecture of the software using its GPU accelerated analytics. Minsky featuring far better GPU memory bandwidth and GPU-CPU interconnect rase the bar even further. Murex will show how it has handled this new challenge for its business."

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