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Issue No.12 - December (2010 vol.43)
pp: 53-59
Brad Spiers , Bank of America Merrill Lynch
Denis Wallez , Bank of America Merrill Lynch
Financial institutions could achieve a two- orders-of-magnitude optimization by utilizing parallel computing for their applications. If programmers can meet the software challenges, parallelization could dramatically reshape computational finance for years to come.
Computational finance, High-performance computing, Parallelization
Brad Spiers, Denis Wallez, "High-Performance Computing on Wall Street", Computer, vol.43, no. 12, pp. 53-59, December 2010, doi:10.1109/MC.2010.349
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