Monte Carlo simulations are crucial to financial risk management. The challenge today is running more simulations for more complex instruments at a lower cost. In a 30-minute webinar (September 27th, 10am EDT), Intel engineers will outline four steps to improve your Monte Carlo performance on the Intel Xeon and Xeon Phi architectures, including specific optimizations they made to improve performance on the STAC-A2 Benchmarks (Monte Carlo Greeks for path-dependent, multi-asset options with early exercise).
This webinar is organized by STAC (Securities Technology Analysis Center, www.STACresearch.com). Click here for details and registration.