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