Faramarz_Shemirani
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I have a PhD in Numerical Analysis. I am interested in applying high performance computation to the solution of p.d.e's arising fr... See more

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  • 09-01-2012
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I have a PhD in Numerical Analysis. I am interested in applying high performance computation to the solution of p.d.e's arising from the need to price complex financial derivative products. Specifically, I am keen to exchange ideas on efficient parallel solutions of Tri and Penta-Diagonal matrices using Multi Core/GPUs and cluster computing.
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Member Since ‎09-01-2012

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