Summary: Financial Derivatives
OPLib
Conclusions
OPLib: A High Performance Pricing Library
based on Fourth Level BLAS Extensions
Claudio Albanese
nVidia GPU Computing Conference, September 30, 2009
Claudio Albanese OPLib: A High Performance Pricing Library based on Fourth Le
Financial Derivatives
OPLib
Conclusions
The structure of the monetary system as it was 50 years ago was
described by John Exeter, a former Fed Governor, as an inverted
pyramid with gold at the tip, deposit accounts, government debt,
equity and third world debt at the higher layers:
Claudio Albanese OPLib: A High Performance Pricing Library based on Fourth Le
Financial Derivatives
OPLib
Conclusions
The Money Pyramid

Source: Albanese, Claudio - Department of Mathematics, King's College London

Collections: Mathematics