We are delighted to invite you to the inaugural talk of the Thalesians NYC seminars which will be given by Dr. Gerald Hanweck, Jr. - Founder and CEO of Hanweck Associates.
Date and Time: 6:30 p.m. on Wednesday, 23rd February, 2011.
Venue: Third floor at the Playwright Tavern, Theatre District, NYC.
Ticket price: $15
You can register for this event and pay online on Meetup.com: http://www.meetup.com/thalesians/calendar/16139760/
Abstract
This talk will address general Monte Carlo methods and how they can be efficiently implemented in CUDA. Topics covered include GPU-parallel implementation of random-number generators, path generators and payoff functions.
Speaker
Gerald Hanweck, Jr., is founder and CEO of Hanweck Associates. He has previously
served as JP Morgan's Chief Equity Derivatives Strategist from 2000 to 2003,
and led the bank's U.S. Fixed-Income Derivatives Strategy team. He has taught
master's-level business courses at Northwestern University's Kellogg Graduate
School of Management and the Graduate School of Business at the University
of Chicago, in addition to dozens of seminars on financial derivatives. Before
joining JP Morgan in 1993, he worked as a derivatives researcher at Discount
Corporation of New York Futures, and as a software developer at Microsoft.
Dr. Hanweck holds a Ph.D. in Managerial Economics and
Decision Science from the Kellogg Graduate School of Management, Northwestern
University and a AB in Mathematics from Princeton University.
The Thalesians
The Thalesians (http://www.thalesians.com) are a think tank of dedicated professionals with an interest in quantitative finance, economics, mathematics, physics, computer science, and synergetics, not necessarily in that order. We are named after Thales of Miletus, a pre-Socratic Greek philosopher, astronomer and mathematician who lived in ca. 625 BC-ca. 546 BC. According to Aristotle, Thales predicted a large crop of olives and hired out all the olive-presses in Miletus and Chios at a low rate while nobody was running him up. When the season arrived and there was a sudden demand for a number of presses at the same time, he in turn hired them out and made substantial profit proving that it is easy for philosophers to be rich if they choose, but this is not what they care about.
For more information, please see http://www.thalesians.com/finance/index.php/Events/Seminars
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