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High-Performance Computing on Wall Street
December 2010 (vol. 43 no. 12)
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.

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Index Terms:
Computational finance, High-performance computing, Parallelization
Citation:
Brad Spiers, Denis Wallez, "High-Performance Computing on Wall Street," Computer, vol. 43, no. 12, pp. 53-59, Dec. 2010, doi:10.1109/MC.2010.349
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