UCL  IRIS
Institutional Research Information Service
UCL Logo
Please report any queries concerning the funding data grouped in the sections named "Externally Awarded" or "Internally Disbursed" (shown on the profile page) to your Research Finance Administrator. Your can find your Research Finance Administrator at https://www.ucl.ac.uk/finance/research/rs-contacts.php by entering your department
Please report any queries concerning the student data shown on the profile page to:

Email: portico-services@ucl.ac.uk

Help Desk: http://www.ucl.ac.uk/ras/portico/helpdesk
Parallel pricing of financial instruments
We are researching the use of parallel algorithms and numerical methods for the pricing of financial instruments. We aim to (1) develop novel parallel pricing algorithms, (2) implement such algorithms within an existing pricing infrastructure using parallel processors (such as graphics processing units) and (3) quantify the resulting speed/cost implications. This project is part of the UK Doctoral Training Centre in Financial Computing funded by the Research Councils UK Digital Economy Programme. The Research Councils UK Digital Economy Programme is a cross council initiative led by the Engineering and Physical Sciences Research Council. It brings together the work of EPSRC, AHRC, ESRC and MRC. We are also working with our industrial partner, BNP Paribas. Q Nasar-Ullah Dr I Eames
1 Researchers
  • Dept of Mechanical Engineering
    extResource/image/01/IEAME39
 More search options
Status: Active
University College London - Gower Street - London - WC1E 6BT Tel:+44 (0)20 7679 2000

© UCL 1999–2011

Search by