Originally published at: https://developer.nvidia.com/blog/how-we-achieved-record-finance-benchmark-performance-tesla-k80/
STAC Research develops financial benchmarks in partnership with leading banks and software or hardware vendors. The STAC-A2 suite of benchmarks aims to represent the standard risk analysis workload that banks and insurance companies use to measure exposure on the financial markets. Earlier this year we published a Parallel Forall post on Monte Carlo simulation for the pricing of…