Dempster M.A.H. (ed.) et al. High-Performance Computing in Finance: Problems, Methods, and Solutions

Chapman and Hall/CRC, 2018. — 634 p. — ISBN: 978-1482299663.High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.