This. Monte Carlo simulations are widely used in finance and as they're "embarrassingly parallel" we see fantastic speedups when porting them to the GPU. I've s

This. Monte Carlo simulations are widely used in finance and as they're "embarrassingly parallel" we see fantastic speedups when porting them to the GPU. I've seen gains up to 200x on a single board when running in single precision (and about half that in double-precision) -- and you can cram 6 or 8 GPUs in a single workstation or server.