rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: FPGA Based Accelerators for Financial Applications
  name:
    name part: De Schryver, Christian.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2015
    edition: 1st ed. 2016.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVIII, 273 p. 72 illus., 47 illus. in color. online resource.
  abstract: This book covers the latest approaches and results from reconfigurable computing architectures employed in the finance domain. So-called field-programmable gate arrays (FPGAs) have already shown to outperform standard CPU- and GPU-based computing architectures by far, saving up to 99% of energy depending on the compute tasks. Renowned authors from financial mathematics, computer architecture, and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases, and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers, and quants/programmers who think about integrating FPGAs into their current IT systems.
  table of contents: 10 Computational Challenges in Finance -- From model to application: calibration to market data -- Comparative study of acceleration platforms for Heston’s stochastic volatility model -- Towards Automated Benchmarking and Evaluation of Heterogeneous Systems in Finance -- Is High Level Synthesis ready for business? An Option Pricing Case Study -- High-Bandwidth Low-Latency Interfacing with FPGA Accelerators Using PCI Express -- Pricing High-Dimensional American Options on Hybrid CPU/FPGA Systems -- Bringing Flexibility to FPGA Based Pricing Systems -- Exploiting mixed-precision arithmetics in a multilevel Monte Carlo approach on FPGAs -- Accelerating Closed-Form Heston Prices for Calibration.
  note: edited by Christian De Schryver.
  subject:
    topic: Engineering
  subject:
    topic: Energy
  subject:
    topic: Microprocessors
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Electronics
  subject:
    topic: Microelectronics
  subject:
    topic: Electronic circuits
  subject:
    topic: Engineering
  subject:
    topic: Circuits and Systems
  subject:
    topic: Processor Architectures
  subject:
    topic: Electronics and Microelectronics, Instrumentation
  subject:
    topic: Energy, general
  subject:
    topic: Quantitative Finance
  classification: TK7888.4
  classification: 621.3815
  related item:
    title info:
      title: Springer eBooks
  identifier: 9783319154077
  identifier: http://dx.doi.org/10.1007/978-3-319-15407-7
  record info:
    record creation date: 150730
    record change date: 20151103132206.0
    record identifier: 978-3-319-15407-7