We've been using CUDA to speed up Monte Carlo pricing for years now. :) Writing in Python does make it more accessible to more programmers. I'm curious how much

We've been using CUDA to speed up Monte Carlo pricing for years now. :) Writing in Python does make it more accessible to more programmers. I'm curious how much overhead is added. http://www.wallstreetandtech.com/it-infrastructure/bloomberg-uses-gpus-to-speed-up-bond-pri/220200055 http://www.wallstreetandtech.com/it-infrastructure/bloomberg...