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Cuda in Computational Finance

Arbitragis Trading is a pioneer in exploiting novel parallel hardware architectures for computational finance. Please find in this section relevant articles on exploiting the massive parallelism enabled by graphical processors for computational finance using Cuda, a C-based suite of tools developed by NVidia.

File Cuda and Massively Parallel Quasi Monte Carlo - Grégoire Jauvion, ECP 2009
Research on Quasi Monte Carlo in Cuda (French).
File Cox Ross Rubinstein Trinomial Option Pricing Model on GPU.
File Préparation du cours "Computational Finance". Ecole Centrale Paris, 3ème année.
Préparation du cours "Computational Finance" donné aux ECP 3ème année pour le premier trimestre 2009. Introduction à Cuda.
File Cours Ecole Centrale Paris, 3ème année, Finance Computationnelle et Cuda. Tuan Nguyen
Cours de finance computationnelle et de calcul parallèle pour les ECP de la filière maths apps
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