On Thursday the 20th of May, Maxeler CEO Oskar Mencer will present “Impact of Quantitative Algorithm Design On Speed of Computation” at the top quantitative finance event: the Global Derivatives Trading & Risk Management Conference, Paris, 17th – 20th May 2010.

The talk describes algorithmic and implementation alternatives and options to facilitate the optimization of speed and cost of computation in large scale financial computation environments. The conference attracts leading Quants from many Tier 1 investment banks, mixing in-depth workshops and expert speakers from all fields involved in quantitative finance. Maxeler is a key supplier of acceleration solutions for large scale quantitative finance computation.