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
https://doi.org/10.1007/978-3-319-15407-7


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book529547-1001ONLINEElektronik Kütüphane