Award-winning Acceleration Solutions for Quantitative Finance
Xcelerit award-winning solutions allow Quantitative Analysts to unlock the performance of their existing financial code with minor programming effort.
Xcelerit has received recognition as a finalist in the Red Herring Europe Top 100 award, the Red Herring Top 100 Global award, and a two-time winner of HPC Wire’s “Best use of High Performance Computing in Financial Services” award.
Xcelerit satisfied customers include the leading firms in investment banking, asset management, and insurance.
Featured Blog Post
Make it Fast – Before you Accelerate It
A Guide to xVA Algorithmic Optimisations – The first and obvious step is to carefully think about possible mathematical optimisations, before starting to put the software framework in place.
Featured White Paper
XVA Calculations in a Nutshell
This white paper gives an overview of the different XVA adjustments, shows how they are typically computed, and outlines where the computational challenges lie.
Fast Greeks – AD Tutorial
In this paper we will zoom on Algorithmic Differentiation as an efficient alternative to compute sensitivities. The approach will be illustrated using a practical example.
Mike Giles, Professor – University of Oxford
XVA Quant – Lloyds Banking Group
Credit Risk Quant – Société Générale
Software Advisor – SuperDerivatives
Eurico Covas, Head of QRVG – HSBC