Speeding Up Value at Risk Calculations Using Accelerators
Calculating Value at Risk (VaR) can be a time consuming task. Therefore it is of interest to find a way to parallelize this calculation to increase performance. Based on a system built in Java, which hardware is best suited for these calculations? This thesis aims to find which kind of processing un...
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| Format: | Others |
| Language: | English |
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KTH, Skolan för informations- och kommunikationsteknik (ICT)
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-177384 |