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Hewlett Packard Labs accelerates finance with blazingly fast derivatives pricing and risk management


By Curt Hopkins, Managing Editor, Hewlett Packard Labs

The HPE Discover Theater Session, “Hewlett Packard Labs accelerates finance with blazingly fast derivatives pricing and risk management” (T11311) will address how Memory-Driven Computing can give financial services users a leg up.

The financial industry relies heavily on simulations to value and analyze complex instruments and to manage risks. However, financial institutions are restricted by compute-intensive simulations that make it infeasible for them to employ real-time applications.

“Our novel algorithms leverage large-memory systems to accelerate Monte Carlo simulations by factors of up to 10,000 X,” said Natalia Vassilieva, Senior Research Manager at Hewlett Packard Labs and one of the presenters.

These simulations, she explained, are widely used in the financial industry to value and analyze complex instruments such as derivatives and to manage risks.

“This speed-up enables financial institutions to use more complex and much more accurate models for pricing and still get price predictions in real time,” she said. It also allows them to measure risk in their portfolios in real time, instead of once or twice a day.

The session will take place at on Wednesday, November 30 at 4:30 PM in Theater 6 in the Transformation Zone at HPE Discover London 2016.

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Managing Editor, Hewlett Packard Labs

Jonathan Warren

Is the video of this session available for viewing?  Would like to see it.

Hi @Jonathan Warren! Thanks for reaching out, unfortunately this session was not recorded, but if you're interested, we'll be featuring a new demo from this team at HPE Discover 2017 in Las Vegas! Find out more details on how to attend here, and let us know if you're coming!


Martina from Hewlett Packard Labs

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