FPGA Based Accelerators for Financial Applications
tarafından
 
De Schryver, Christian. editor.

Başlık
FPGA Based Accelerators for Financial Applications

Yazar
De Schryver, Christian. editor.

ISBN
9783319154077

Edisyon
1st ed. 2016.

Fiziksel Niteleme
XVIII, 273 p. 72 illus., 47 illus. in color. online resource.

İçindekiler
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.

Özet
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 depending on the compute tasks. Renowned authors from financial mathematics, computer architecture, and finance business introduce the readers into today’s challenges in finance IT, illustrate the most advanced approaches and use cases, and present currently known methodologies for integrating FPGAs in finance systems together with latest results. The complete algorithm-to-hardware flow is covered holistically, so this book serves as a hands-on guide for IT managers, researchers, and quants/programmers who think about integrating FPGAs into their current IT systems.

Konu Başlığı
Engineering.
 
Energy.
 
Microprocessors.
 
Economics, Mathematical.
 
Electronics.
 
Microelectronics.
 
Electronic circuits.
 
Circuits and Systems.
 
Processor Architectures.
 
Electronics and Microelectronics, Instrumentation.
 
Energy, general.
 
Quantitative Finance.

Yazar Ek Girişi
De Schryver, Christian.

Ek Kurum Yazar
SpringerLink (Online service)

Elektronik Erişim
http://dx.doi.org/10.1007/978-3-319-15407-7


Materyal TürüBarkodYer NumarasıDurumu/İade Tarihi
Electronic Book22375-1001TK7888.4Springer E-Book Collection