News for hackers. Stuff that matters.

A comment on In Graphics: Supercomputing Superpowers. Parent comment

Re:In Graphics: Supercomputing Superpowers by yangyang on Monday May 31, 2010 @09:38AM (#1392487)
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.

[ Parent | on HN ]
Re:In Graphics: Supercomputing Superpowers by arethuza on Monday May 31, 2010 @09:58AM (#1392513)
Consolidation 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.
[ Parent | on HN ]