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FPGA Based Accelerators for Financial Applications
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Edición: | 1st ed. 2015. |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 245 | 1 | 0 | |a FPGA Based Accelerators for Financial Applications |h [electronic resource] / |c edited by Christian De Schryver. |
| 250 | |a 1st ed. 2015. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2015. | |
| 300 | |a XVIII, 273 p. 72 illus., 47 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Electronic circuits. | |
| 650 | 0 | |a Microprocessors. | |
| 650 | 0 | |a Computer architecture. | |
| 650 | 0 | |a Electronics. | |
| 650 | 0 | |a Energy policy. | |
| 650 | 0 | |a Energy and state. | |
| 650 | 0 | |a Electric power production. | |
| 650 | 1 | 4 | |a Electronic Circuits and Systems. |
| 650 | 2 | 4 | |a Processor Architectures. |
| 650 | 2 | 4 | |a Electronics and Microelectronics, Instrumentation. |
| 650 | 2 | 4 | |a Energy Policy, Economics and Management. |
| 650 | 2 | 4 | |a Electrical Power Engineering. |
| 650 | 2 | 4 | |a Mechanical Power Engineering. |
| 700 | 1 | |a De Schryver, Christian. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
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| 776 | 0 | 8 | |i Printed edition: |z 9783319154060 |
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