High-performance Computing in Finance ─ Problems, Methods, and Solutions
商品資訊
ISBN13：9781482299663
出版社：CRC Press UK
作者：Vynckier; Erik ; Kanniainen; Juho ; Keane; John
出版日：2016/09/20
裝訂／頁數：精裝／614頁
規格：22.9cm*15.9cm*3.2cm (高/寬/厚)
版次：1
商品簡介
This general book on high-performance computing in finance is academically and pragmatically relevant as it is built around real-life challenges. The text covers the newest techniques such as automatic differentiation, dataflow, and large scale computation for Basel III, Solvency II, and stochastic programming. With illustrative success stories in the use of high-performance computing in the finance and insurance industries, the book imparts the wisdom of adopting this method of numbers crunching to achieve business goals.
作者簡介
Erik Vynckier is chief investment officer at AllianceBernstein. He has extensive experience working in quantitative analysis, risk, and capital management for banks, insurers, and pension funds, and in structuring and trading financial instruments including derivatives.
Juho Kanniainen is a professor in financial engineering at Tampere University of Technology. He coordinates a Marie Curie international research and training program, HPCFinance (www.hpcfinance.edu), funded by the European Commission.
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