Code covered by the BSD License  

Highlights from
Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate

Be the first to rate this file! 21 Downloads (last 30 days) File Size: 878 KB File ID: #43577
image thumbnail

Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate

by

 

20 Sep 2013 (Updated )

Files and slides from the presentation of the same name.

| Watch this File

File Information
Description

This archive contains all of the files for the webinar "Speeding Up Algorithms: When Parallel Computing and GPUs do and don't accelerate" delivered at the 2013 MathWorks Finance Virtual Conference.

It consists of three main components:

1. "Speeding Up Algorithms.pdf": the slide deck
2. "MVAR": The folder containing the Marginal Value at Risk demo. The script file "MVAR_demo.m" can be run in cell mode; it refers to the other functions.
3. "Variable_Annuity": The folder containing the variable annuity demo. The script file "GMWBscript.m" can be run in cell mode; it refers to the other functions.

For more discussions, go to our website at www.quantsupport.com/qss-blog.html

Acknowledgements

Modeling Variable Annuities With Matlab inspired this file.

Required Products Econometrics Toolbox
Parallel Computing Toolbox
Statistics Toolbox
MATLAB
MATLAB release MATLAB 8.1 (R2013a)
Other requirements A GPU card compatible with Parallel Computing Toolbox
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Updates
25 Sep 2013

Updated the Description text

Contact us