Analytics & Risk Technology in Finance 2010—Thursday 4 November

Presentation Abstracts

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Can You See the Risk?—Visualization in Quantitative Finance with Mathematica

Michael Aichinger
RICAM

In the pricing and risk analysis of structured financial instruments, numerical methods for the valuation, as well as for calibration of the model parameters, have to be implemented and tested very carefully. The talk will present a range of examples in computational finance and their visualization in Mathematica.

Performance Computing with Mathematica and CUDA

Tom Wickham-Jones
Wolfram Research

This talk will cover high-performance computing with Mathematica. It will show the latest advances in the Mathematica compiler, code generation, and multicore computing. It will also demonstrate the ease with which GPU technologies based on CUDA can be integrated with Mathematica to gain further advances.