Agenda

10:00 a.m. Welcome
10:05 a.m. This email address is being protected from spambots. You need JavaScript enabled to view it.:
Part 1: Mathematical approaches, algorithms and design. The foundation: Finite Element and Streamline Diffusion Techniques for derivatives analytics with uncompromised accuracy and speed.
Designed for coarse grain parallelization with gridMathematica
Part 2: Computer based presentation with live examples in the UnRisk FACTORY working environment.
11:00 a.m. Break
11:30 a.m. Roman Maeder:
gridMathematica.
gridMathematica is Wolfram Research's framework for parallel computing with Mathematica. It consists of a language extension, Parallel Computing Toolkit, and various support packages for integration into common cluster management systems.
The presentation discusses the features of Parallel Computing Toolkit and demonstrates examples of applications.
12:30 p.m. Sun.
Presenting new information on Sun Grid Engine and High Performance Computing Hardware.
01:15 p.m. Panel Discussion during Lunch.

Downloads

Please download talks presented at the "High Performance Computing in Finance" event in London.

 

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