Monday, August 10, 2009

Advanced Derivatives Solutions (Q-GPU)

Q-GPU (Quantara-GPU) is a high performance options analytics for pricing and risk managing exotic structures. Q-GPU is based on the NVIDIA-Cuda high performance computing technology to price a wide range of interest rate structures using state-of-the-art stochastic volatility and multi-factor models.

These analytics running on GPU are from 40 times up to 100 times faster than those running on CPU. Q-GPU is currently being extended to include equity, foreign exchange and credit derivatives.

For more information