Maxeler at SuperComputing 2010

Maxeler is participating in two parts of the SC10 technical program. At the Workshop on High Performance Computational Finance on Sunday, November 14th 2010, James Spooner of Maxeler joins J.P. Morgan in presenting “Accelerating the Computation of Portfolios of Tranched Credit Derivatives”. A method of improving price-performance for calculating the value and risk of a large complex credit derivatives portfolio by more than a factor of 30 is shown. Applicability of the acceleration approach to interest rate models such as a multi-asset Monte Carlo model and a general tree-based model is also discussed.

Additionally, Oliver Pell, Maxeler VP of Engineering, will participate on the industry panel at the Workshop on High Performance Reconfigurable Computing Technology and Applications on Sunday, November 14th 2010, which will be chaired by Prasanna Sundararajan from Xilinx.

The annual SuperComputing Conference will meet in New Orleans, Louisiana, November 13-19. SC is the premier International Conference for High Performance Computing, Networking, Storage and Analysis.