Cover image for FPGA Based Accelerators for Financial Applications
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.
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