value at risk
Tag details
Welcome to the 'value at risk' tag page at Technorati. This page features content from the farthest reaches of the Blogosphere that authors have "tagged" with 'value at risk'.
Latest blogosphere posts tagged “value at risk”
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FPGA Cluster Powers Value-at-Risk, Options Pricing Analysis
FPGA Blog —
Authority: 424
ET International and Pico Computing used a FPGA cluster to provide near-real-time Value-at-Risk (VaR) and options pricing analysis, representing a greater than 1100X overall application speed-up when compared to an optimized software-only application. VaR is an analysis method based on the probability and magnitude of ...2 days ago