| Document Date: 2014-03-17 15:14:20
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Company Cox / GPUs / Super Derivatives / Ross 1976 / nVidia / GPU / Ross / / IndustryTerm calibration systems / cluster farm technology / hybrid products / prominent tool / recent processors / optimization algorithms / technology implementations / optimization algorithm / dedicated computing resources / multi-core processors / closed form solutions / heritage computer systems / cryptographic algorithms / technology advances / local calibration systems / multi-threaded optimization algorithm / risk management / cement / data mining exercise / industry applications / backward induction algorithms / largely aimed at obtaining closed form solutions / / Person Claudio Albanese / Bruno de Finetti / / Position rt / mathematician / process Rt / / ProvinceOrState Manitoba / / Technology long step Monte Carlo algorithms / optimization algorithms / multi-threaded optimization algorithm / data mining / recent processors / The algorithm / Nehamel processors / simulation / CPU cluster farm technology / shared memory / two Nehamel class processors / optimization algorithm / Xeon processors / backward induction algorithms / /
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Global Calibration Claudio Albanese 1 September 13, 2009 Abstract Current technology advances in computer engineering broaden substantially the realm of possibilities in the art of risk management of derivative portfolio