| Document Date: 2014-03-17 15:14:21
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City London / / Company Credit Suisse Group / AMD / nVidia / GPU / Intel / / Country United Kingdom / / / Facility One Cabot Square / / IndustryTerm insurance portfolios / basic algorithms / financial software / analytic solutions / simulation algorithms / optimization algorithm / node technology / analytic closed form solutions / precious few algorithms / software implementations / regulatory and accounting requirement / cluster computing schemes / grid computing equipment / basic building block algorithms / grid computing / computing / Real computing machines / compute-bound algorithms / numerical algorithms / real time usability / software solutions / software architecture / insurance contracts / large scale in-memory processing / be evaluated using grid computing / / OperatingSystem Fermi / / Person CLAUDIO ALBANESE / GUILLAUME GIMONET / Steve White / Jacobi / Anton Merlushkin / / Position applied mathematician / E0 Rt / rt / mathematician / corresponding author / / ProgrammingLanguage C++ / / ProvinceOrState Manitoba / / Technology basic algorithms / 3-d / compute-bound algorithms / simulation algorithms / precious few algorithms / board design / simulation / shared memory / node technology / optimization algorithm / basic building block algorithms / underling technology / /
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COHERENT GLOBAL MARKET SIMULATIONS AND SECURITIZATION MEASURES FOR COUNTERPARTY CREDIT RISK CLAUDIO ALBANESE, TOUFIK BELLAJ, GUILLAUME GIMONET, GIACOMO PIETRONERO Quantitative Strategies, Investment Banking Division, Cre