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Tuesday, September 22 • 9:00am - 10:00am
Single Threaded Functional to Massively Parellel Stochastic with AMP

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Come with us as we take a legacy MFC financial modelling application that is largely function in design and transform it to something new. We will take a portion of this large financial simulation application and change its single threaded ways into parallel processing stochastic model. Transforming single class’s with a hodge-podge of functions into an object oriented parallel design using c++ amp and implementing Stochastic modelling methodology. Aside from focusing on the key portions of converting functional single threaded code to a parallel design we will also touch on some of the details of financial modeling for interest rate risk.

Speakers
avatar for Kevin Carpenter

Kevin Carpenter

Developer, c. myers corporation
I started writing software before I finished grade school and have spent my life in technology since then. I currently write primarily Windows based financial applications in C++. My passion is in producing not only quality code, but software that works for businesses. As much... Read More →


Tuesday September 22, 2015 9:00am - 10:00am PDT
Franklin (407) Meydenbauer Center

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