FPGA Based Accelerators for Financial Applications
General Material Designation
[book]
First Statement of Responsibility
/edited by Christian De Schryver.
EDITION STATEMENT
Edition Statement
1st ed. 2015.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham
Name of Publisher, Distributor, etc.
:Imprint: Springer
Date of Publication, Distribution, etc.
,2015.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
XVIII, 273 p.
Other Physical Details
:ill.
Dimensions
;28cm
CONTENTS NOTE
Text of Note
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.
0
SUMMARY OR ABSTRACT
Text of Note
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.
OTHER EDITION IN ANOTHER MEDIUM
International Standard Book Number
9783319154060
International Standard Book Number
9783319154084
International Standard Book Number
9783319362786
TOPICAL NAME USED AS SUBJECT
Entry Element
Electronic circuits.
Entry Element
Microprocessors.
Entry Element
Electronics.
Entry Element
Microelectronics.
Entry Element
Energy.
Entry Element
Economics, Mathematical .
Entry Element
Circuits and Systems.
Entry Element
Processor Architectures.
Entry Element
Electronics and Microelectronics, Instrumentation.