Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL

Javier Alejandro Varela, Norbert Wehn, Sascha Desmettre, Ralf Korn

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review

Original language	English
Title of host publication	Proceedings of the 7thWorkshop on Python for High-Performance and Scientific Computing (PyHPC ’17)
Number of pages	10
Publication status	Published - 2017

Fields of science

@inproceedings{e6a2f21e4087407693ed98d3faea8068,

title = "Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL",

author = "Varela, {Javier Alejandro} and Norbert Wehn and Sascha Desmettre and Ralf Korn",

year = "2017",

language = "English",

booktitle = "Proceedings of the 7thWorkshop on Python for High-Performance and Scientific Computing (PyHPC {\textquoteright}17)",

}

Real-Time Financial Risk Measurement of Dynamic Complex Portfolios with Python and PyOpenCL. / Varela, Javier Alejandro; Wehn, Norbert; Desmettre, Sascha et al.
Proceedings of the 7thWorkshop on Python for High-Performance and Scientific Computing (PyHPC ’17). 2017.

Research output: Chapter in Book/Report/Conference proceeding › Conference proceedings › peer-review