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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
  • 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 ...

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    • 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