Abstract is missing.
- Implementing a high-volume, low-latency market data processing system on commodity hardware using IBM middlewareXiaolan J. Zhang, Henrique Andrade, Bugra Gedik, Richard King, John F. Morar, Senthil Nathan, Yoonho Park, Raju Pavuluri, Edward Pring, Randall Schnier, Philippe Selo, Michael Spicer, Volkmar Uhlig, Chitra Venkatramani. [doi]
- Fast and parallel algorithms for pricing American options: keynoteJorge Nocedal. [doi]
- Distributed calculations on fixed-income securities: keynoteTimothy J. Williams. [doi]
- Acceleration of market value-at-risk estimationMatthew Dixon, Jike Chong, Kurt Keutzer. [doi]
- Requirements for systemic risk management in the financial sector: invited talkDonna N. Dillenberger, Alan J. King, Francis N. Parr. [doi]
- Technology and the great mess of 08: keynoteDavid Leinweber. [doi]
- Cost vs. performance of VaR on accelerator platformsMukul Majmudar, Ciprian Docan, Manish Parashar, Christopher Marty. [doi]
- GPU based sparse grid technique for solving multidimensional options pricing PDEsAbhijeet Gaikwad, Ioane Muni Toke. [doi]
- Low cost high performance uncertainty quantificationConstantine Bekas, Alessandro Curioni, I. Fedulova. [doi]