Cover of M. A. H. Dempster (EDT), Juho Kanniainen (EDT), John Keane (EDT), Erik Vynckier (EDT): High-Performance Computing in Finance

M. A. H. Dempster (EDT), Juho Kanniainen (EDT), John Keane (EDT), Erik Vynckier (EDT) High-Performance Computing in Finance

Problems, Methods, and Solutions

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CRC Press

2018

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978-1-4822-9967-0

1-4822-9967-4

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High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing- that can be used without much expertise and expense - to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave's quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.

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