Meet Head of quantitative analysis, Murex
Pierre Spatz heads the quantitative analysis team of Murex, a world leader in trading and risk management software. He holds a master’s degree in computer engineering and applied mathematics from ENSIMAG in Grenoble, France.
More and more these days, GPUs are helping institutions navigate troubled financial waters. Guest author Pierre Spatz gives his insight into how his firm, Murex, is using GPUs to analyze markets and better monitor risk. These have been turbulent times for financial markets. The recent crisis reduced the appetite for some “toxic” exotic products, but… Read More
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