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...
| Published in: | Springer eBooks |
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| Corporate Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Edition: | 1st ed. 2016. |
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| Online Access: | http://dx.doi.org/10.1007/978-3-319-15407-7 Перейти в каталог НБ ТГУ |
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.