On Sunday, I will move to London, where we co-organize the first-in-a-tour Wolfram-NVIDIA-UnRisk event focussing on the acceleration of quant finance tasks.
It is a familiar territory, a proper calibration of a stochastic model for a sophisticated deal type might need a million of valuations. If you have such instruments in a portfolio it might multiply by hundreds, analyzed across scenarios by another thousands, if scenarios are in groups and you really want to shed light the remotest corners.
If you don't have the technologies, you can't.
We now have the innovative technology. Advanced algorithms, grid and GPU computations. And our quant users get double: blazingly fast engines programmatically manipulated in the declarative programming framework of UnRisk/Mathematica.
On the tray - for creators and finishers.