Hong Tak, Tse (Anson) Room 219, William Penney Laboratory Imperial College London London SW7 2AZ United Kingdom E-mail: htt08(* at *)doc.ic.ac.uk WWW: http://www.doc.ic.ac.uk/~htt08

Anson received his M.Sc and B.Eng degree at the Chinese University of Hong Kong in 2008 and 2005 respectively. He worked as a full-time R&D Engineer in Hong Kong Government for the period of 2005 - 2008 to develop state-of-art hardwares and software systems for the law-enforcement unit. With the support of the Croucher Foundation Scholarship, he is currently a PhD student of Department of Computing at Imperial College London. His research interests include Financial Computing, High Performance Computing, Reconfigurable Technology and Distributed Computing. His supervisor in Imperial College London is Prof. Wayne Luk. His current research focus is on high performance options pricing using accelerators such as FPGAs and GPUs. He worked as PhD Intern in Quantative Research departement of JP Morgan Chase, London in 2011 and developed an accelerated version of Quant Library for high performance derivative pricing.