FPGA Based Accelerators for Financial Applications
by
De Schryver, Christian. editor.
Title
:
FPGA Based Accelerators for Financial Applications
Author
:
De Schryver, Christian. editor.
ISBN
:
9783319154077
Edition
:
1st ed. 2015.
Physical Description
:
XVIII, 273 p. 72 illus., 47 illus. in color. online resource.
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.
Subject Term
:
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.
Added Author
:
De Schryver, Christian.
Added Corporate Author
:
SpringerLink (Online service)
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 529547-1001 | ONLINE | | Elektronik Kütüphane |