We've got the power
Claudio Albanese, visiting professor of mathematical finance, King's College, talks to Alexander Campbell
When Sony launched its Playstation 2 games console in 2000, its graphics processor chip was so powerful that the Japanese government classified it as a weapon. Modern graphics processing units (GPUs) are orders of magnitude more capable than conventional computer processors - and may open the door to faster modelling of complex, long-dated derivatives.
Claudio Albanese, a derivatives modelling
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