High-Performance Computing in Finance
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Published By Chapman And Hall/CRC

9781315372006
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A Practical Robust Long-Term Yield Curve Model

2018 ◽  
pp. 273-314 ◽  
Author(s):  
M. A. H. Dempster ◽  
Elena A. Medova ◽  
Igor Osmolovskiy ◽  
Philipp Ustinov
Keyword(s):  
Yield Curve ◽  
Curve Model

The Alpha Engine: Designing an Automated Trading Algorithm

2018 ◽  
pp. 49-76 ◽  
Author(s):  
Anton Golub ◽  
James B. Glattfelder ◽  
Richard B. Olsen

Multiscale Dataflow Computing in Finance

2018 ◽  
pp. 441-470
Author(s):  
Oskar Mencer ◽  
Brian Boucher ◽  
Gary Robinson ◽  
Jon Gregory ◽  
Georgi Gaydadjiev
Keyword(s):  
Dataflow Computing

Computationally Expensive Problems in Investment Banking

2018 ◽  
pp. 3-24
Author(s):  
Jonathan Rosen ◽  
Christian Kahl ◽  
Russell Goyder ◽  
Mark Gibbs
Keyword(s):  
Investment Banking ◽  
Expensive Problems ◽  
Computationally Expensive

Fourier and Wavelet Option Pricing Methods

2018 ◽  
pp. 249-272 ◽  
Author(s):  
Stefanus C. Maree ◽  
Luis Ortiz-Gracia ◽  
Cornelis W. Oosterlee
Keyword(s):  
Option Pricing

Manycore Parallel Computation

2018 ◽  
pp. 471-507
Author(s):  
John Ashley ◽  
Mark Joshi
Keyword(s):  
Parallel Computation

Algorithmic Differentiation

2018 ◽  
pp. 315-337
Author(s):  
Uwe Naumann ◽  
Jonathan Hüser ◽  
Jens Deussen ◽  
Jacques du Toit
Keyword(s):  
Algorithmic Differentiation
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