4 ms·
Possibly used for risk management, generating lots of different scenarios and calculating their P&L impact. This would include VaR calculation. Some derivative
by yangyang 16y ago
Possibly used for risk management, generating lots of different scenarios and calculating their P&L impact. This would include VaR calculation.
Some derivative pricing models require a lot of cycles.
- arethuza 16y agoConsolidation of multi-dimensional hierarchical data can be surprisingly compute intensive. Combine that with VaR calculations etc. then it doesn't surprise me that serious kit is required.