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GPUs: How We Went From Zombie Blood Splatter To Financial Projections
optimal candidate for GPU execution would be the valuation of a large portfolio of options (either by closed ... large number of items/iterations to process, the valuation approach will be identical in all cases and we ...- Authors: Chris Stiefeling
- Date: Oct 2013
- Competency: Leadership>Thought leadership; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: CompAct
- Topics: Annuities>Variable annuities; Modeling & Statistical Methods>Stochastic models; Technology & Applications>Computer science; Technology & Applications>Software
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Stochastic Pricing
products are subject to a similar process with valuation technique paper #11. Some companies are also using ... currently works in variable annuity pricing and valuation at Manulife Financial, where he has been for ...- Authors: W Steven Prince, Timothy Hill, Chris Stiefeling, Michael Bean
- Date: Jun 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Modeling & Statistical Methods>Stochastic models