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Part 2: Nvidia CUDA tutorial (with code) - how to use GPU computing power to boost speed of options pricing valuation. Black-Scholes-Merton model boosted by CUDA in c++.

Note: Part 1 may be found here — where I run tests of Python vs C++ vs CUDA performance.

There are millions of financial transactions each day globally. The vast majority is conducted on a market for derivatives (options, futures etc., are typical examples). This means that, every day…