Talk: "High Performance Computation for Financial Simualtion" Speaker: Pedro Echevarría Abstract Financial simulation is one of the hotspots for High Performance Computation (HPC). Traditionally, financial simulation has relied on software solutions solutions based on grids and clusters of state of the art microprocessors. However, in the last years computational requirements has increased much faster than the performance improvements obtained with new microporcessor families opening financial simuation to new techonolgies related to Hardware acceleration as FPGAs and GPGPUs. Bio: Dr. Pedro Echeverría (MS in Telecommunication Engineer, Ph.D in Electronic Engineering, and EM in Quantitative Finance). Since 2006, he has been involved in research activities related to hardware acceleration including FPGAs and GPUs of computational intensive applications as Monte Carlo simulations. Nowadays, he is part of BBVA's New Products Development team in the area of Corporate & Investement Banking. He is charge of the activities related to improve the performance of nowadyas BBVA solutions and the research activities to introduce new hardware technologies in the BBVA production systems.
