High-performance computing in finance : M.A.H. Dempster . . . [et al.]
- Boca Raton, Fla. : CRC Press, 2020
- xxi, 614 p. : ill., charts ; 24 cm.
- Chapman and Hall/CRC financial mathematics series .
Intended for practitioners, researchers and graduate students in quantitative finance, computer science and related fields, this book serves as a handbook for design and implementation of financial models with relevant numerical methods on different HPC platforms in banks, insurance companies, pensions, asset-management companies and trading firms.