You are invited to participate in the first

international workshop on high-performance computing and financial applications HPDFA2010, Wen June 30th in Caen.

part of HPCS the International Conference on High-Performance Computing and Simulation to be held in Caen (France) June 28- July 2nd.

HPDFA itself is the first afternoon session on Wed June 30th.
Registration details are given on the HPCS registration page.
The workshop's programme is listed below and the complete HPCS conference's programme can be found on the conference web site.

With best regards,

Gaétan Hains and Jean-Guillaume Grebet
LACL Université Paris-Est & EXQIM SAS Paris
gaetan.hains@u-pec.fr, jean-guillaume.grebet@exqim.com

--- HPDFA Programme
WORKSHOP ON HIGH PERFORMANCE AND DISTRIBUTED COMPUTING
FOR FINANCIAL APPLICATIONS (HPDFA 2010)
Organizers: Gaétan Hains, Université de Paris-Est, Paris, France
Jean-Guillaume Grebet, EXQIM S.A.S., Paris, France
HPDFA 2010 Technical Program Committee:
Ajith Abraham, Norwegian University of Science and Technology, Norway
Mostafa Bamha, Université d'Orléans, France
William R. Buckley, California Evolution Institute, USA
Bruno Codenotti, Institute for Informatics and Telematics - NRC, Italy
Frédéric Gava, Université de Paris-Est, France
Abel Gomes, University of Beira Interior, Portugal
Jean-Guillaume Grebet, EXQIM S.A.S., France
Gaétan Hains, LACL, Université de Paris-Est, France
Frédéric Loulergue, Université d'Orléans, France
Jose Pazos-Arias, University of Vigo, Spain
Huyên Pham, Université Denis Diderot, Paris, France
Patrice Poncet, ESSEC, Cergy, France
Peter Tankov, Ecole Polytechnique, Palaiseau, France

WORKSHOP ON HIGH-PERFORMANCE AND DISTRIBUTED
COMPUTING FOR FINANCIAL APPLICATIONS (HPDFA 2010)
Wednesday, June 30, 1:30 p.m. - 3:35 p.m.
Workshop Chairs: Gaétan Hains and Jean-Guillaume Grebet
(LACL, Université de Paris-Est; EXQIM S.A.S., Paris, France)
Location: Beau Souci B

1. Parallel Implementation of a Quantization Algorithm for Princing American Style Options on GPGPU
Gilles Pagès and Benedikt Wilbertz
(Univ. Pierre & Marie Curie (P6), Paris, France)

2. Parallel Computing and Algorithmic Trading (Invited)
Tuan Nguyen
(Arbitragis Trading, Boulogne-Billancourt, France)

3. Interacting Path Systems for Credit Risk (Invited)
Frédéric Patras
(CNRS, Université de Nice - Sophia Antipolis, France)

4. Performance Comparison of OpenMP and MPI Implementations of a Parallel Financial Simulator on Shared
Memory Multiprocessors
Ahmed Ibrahim
(Tanta University, Tanta, Egypt)

5. Workshop Panel
Gaétan Hains and Jean-Guillaume Grebet
(LACL, Université de Paris-Est; EXQIM S.A.S., Paris, France).