high performance computing on graphics processing units: hgpu.org

The volume of banks data calculation is increasing each year with extraordinary scale and with that, new forms of computation is needed. High performance computing is a very attractive field for optimization such bank calculous, which can give promising results. This paper shows a implementation of know model for assessing the credit risk of a company. For getting most accurate price and speedup comparisson, this method was implemented in both CPU and GPU version. The Gpu version was builtt using CUDA architecture and show some reasons and advantages of using such the Gpu computing for computational finance.