Grid Computing With Dataflow: UBS Tries Option Pricing as an Example Use Case (Cloud Next ’18)


In this session Neil Boston, Head of Investment Bank Technology for UBS, and Reza Ardeshir Rokni, Google Solution Architect, will explore the use of Dataflow as a Grid. Using real market data, Dataflow will be used to price foreign exchange options, which includes reading market data, computing yield curves and finite differences for the final calculations.

Learn about Google Cloud Dataflow’s core competency which is the distribution of batch and stream workloads across resources and managing auto-scaling and dynamic work rebalancing across these resources (with performance, scalability, availability and security needs handled automatically). The team will also show how Cloud Dataflow is integrated with other GCP managed services that can absorb massive-scale parallelized data I/O such as Cloud Bigtable (wide-column store for caching and serving), Cloud Pub/Sub (global event stream ingestion service), Cloud Storage (unified object store) and BigQuery (petabyte-scale data warehouse service).

Event schedule → http://g.co/next18

Watch more Data Analytics sessions here → http://bit.ly/2KXMtcJ
Next ‘18 All Sessions playlist → http://bit.ly/Allsessions

Subscribe to the Google Cloud channel! → http://bit.ly/NextSub


Duration: 44:53
Publisher: Google Cloud
You can watch this video also at the source.


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