High-Performance Computing in Finance: Problems, Methods, and Solutions (Chapman and Hall/CRC Financial Mathematics Series) - Softcover

Softcover

ISBN 10: 0367657341 ISBN 13: 9780367657345

Publisher: Chapman and Hall/CRC, 2020

Synopsis

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...

More

About this title

About the Author

Michael Dempster is Professor Emeritus, Centre for Financial Research, University of Cambridge. He has held research and teaching appointments at leading universities globally and is founding Editor-in-Chief of Quantitative Finance. His numerous papers and books have won several awards and he is Honorary Fellow of the IFoA, Member of the Academia dei Lincei and Managing Director of Cambridge Systems Associates.

Juho Kanniainen is Professor of Financial Engineering at...

More

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2020
• ISBN 10: 0367657341
• ISBN 13: 9780367657345
• Binding: Paperback
• Language: English
• Edition number: 1
• Number of pages: 614
• Editor: Dempster M. A. H., Kanniainen Juho, Keane John, Vynckier Erik