High-performance computing in finance: Problems, methods, and solutions
Research output: Book/Report › Anthology › Scientific › peer-review
|Publisher||Chapman and Hall/CRC|
|Number of pages||614|
|Publication status||Published - 2018|
|Publication type||C2 Edited books|
High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing- that can be used without much expertise and expense - to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.