FPGA Based Accelerators for Financial Applications

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: De Schryver, Christian (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Έκδοση: 1st ed. 2016.
• Θέματα: Engineering.; Energy.; Microprocessors.; Economics, Mathematical.; Electronics.; Microelectronics.; Electronic circuits.; Circuits and Systems.; Processor Architectures.; Electronics and Microelectronics, Instrumentation.; Energy, general.; Quantitative Finance.

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 depe...

Πίνακας περιεχομένων:

• 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.