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Event:- High Performance Computing in Financial Engineering |
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Monday, 22 June 2009 |
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Location: University of Oxford, UK. Date:2009-06-23 00:00:00. This 4-day course is taught by Professor Mike Giles of University of Oxford's Mathematical and Computational Finance Group. Mike Giles was voted Risk Quant of the Year in 2007 jointly with Paul Glasserman. He has had extensive experience in lecturing on parallel computing for financial applications, and includes GPU computing among his research interests (please see http://people.maths.ox.ac.uk/~gilesm/hpc for further details about Mike and his research). Combining tuition in the theory of parallel computing in finance with hands-on experience, the course covers: - Processor and memory technology - Hardware, software and algorithmic aspects of shared- and distributed memory parallelism - Monte Carlo and finite difference computational finance applications The fee of £2000 includes all course materials, refreshments and lunch. The course is also available as an Advanced Module of the Diploma/MSc in Mathematical Finance at the University of Oxford, a part-time course for quantitative finance professionals. For details please contact Octavia Usher tel: +44 (0)1865 280616
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