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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: De Schryver, Christian (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Temas:
Electronic circuits.
Microprocessors.
Computer architecture.
Electronics.
Energy policy.
Energy and state.
Electric power production.
Electronic Circuits and Systems.
Processor Architectures.
Electronics and Microelectronics, Instrumentation.
Energy Policy, Economics and Management.
Electrical Power Engineering.
Mechanical Power Engineering.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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