Wallstyouth
Vice President
- Joined
- 5/25/07
- Messages
- 116
- Points
- 28
We've been looking at Cuda for some options pricing application we run here and was wondering how many other shops on the street are using this toolkit.
What makes Cuda very attrafictive is that it executes code directly on the GPU instead of the CPU. Code executed on the GPU seems to run many times faster than traditional CPU.
Some good applications for Cuda seems to be:
Binomial Option Pricing
Black-Scholes Option Pricing
Monte-Carlo Option Pricing
Parallel Mersenne Twister (random number generation)
Parallel Histogram
Image Denoising
Sobel Edge Detection Filter
Computational Finance
CUDA Zone - resource for C developers of applications that solve computing problems
Learn More about CUDA - NVIDIA
CUDA - Wikipedia, the free encyclopedia
What makes Cuda very attrafictive is that it executes code directly on the GPU instead of the CPU. Code executed on the GPU seems to run many times faster than traditional CPU.
Some good applications for Cuda seems to be:
Binomial Option Pricing
Black-Scholes Option Pricing
Monte-Carlo Option Pricing
Parallel Mersenne Twister (random number generation)
Parallel Histogram
Image Denoising
Sobel Edge Detection Filter
Computational Finance
CUDA Zone - resource for C developers of applications that solve computing problems
Learn More about CUDA - NVIDIA
CUDA - Wikipedia, the free encyclopedia