NVIDIA CUDA - Computational Finance

The CUDA Toolkit includes 100+ code samples, utilities, whitepapers, and additional documentation to help you get started developing, porting, and optimizing your applications for the CUDA architecture. You can get quick access to many of the toolkit resources on this page, CUDA documentation, or download the complete toolkit.

Please note that you may need to install the latest NVIDIA drivers and CUDA Toolkit to compile and run the code samples.

Refer to the samples release notes for more information.
For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Binomial Option Pricing
This sample evaluates fair call price for a given set of European options under binomial model. This sample will also take advantage of double precision if a GTX 200 class GPU is present. 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)
Download - Linux/Mac

For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Black-Scholes Option Pricing
This sample evaluates fair call and put prices for a given set of European options by Black-Scholes formula. 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)
Download - Linux/Mac

For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Niederreiter Quasirandom Sequence Generator
This sample implements Niederreiter Quasirandom Sequence Generator and Inverse Cumulative Normal Distribution functions for the generation of Standard Normal Distributions. 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)
Download - Linux/Mac

For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Monte Carlo Option Pricing with Multi-GPU support
This sample evaluates fair call price for a given set of European options using the Monte Carlo approach, taking advantage of all CUDA-capable GPUs installed in the system. This sample use double precision hardware if a GTX 200 class GPU is present. The sample also takes advantage of CUDA 4.0 capability to supporting using a single CPU thread to control multiple GPUs 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)
Download - Linux/Mac

For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Sobol Quasirandom Number Generator
This sample implements Sobol Quasirandom Sequence Generator. 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)
Download - Linux/Mac

For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Excel 2010 CUDA Integration Example
This sample demonstrates how to integrate Excel 2010 with CUDA using array formulas. This plug-in depends on the Microsoft Excel 2010 Developer Kit, which can be downloaded from the Microsoft Developer website. This sample is not pre-built with the CUDA SDK. 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)

For a direct link to this sample, right-click and copy the URL (shortcut) of this link icon. Excel 2007 CUDA Integration Example
This sample demonstrates how to integrate Excel 2007 with CUDA using array formulas. This plug-in depends on the Microsoft Excel Developer Kit. This sample is not pre-built with the CUDA SDK. 		  Minimum Required GPU
Minimum Required GPU

Download - Windows (x86)
Download - Windows (x64)