FPGA based accelerators for financial applications. (2015)

• Record Type: Book
• Other Titles: Field Programmable Gate Arrays based accelerators for financial applications
• Further Information: Note: Christian De Schryver, editor.
• Editors: Schryver, Christian De
• 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2015
• Extent: 1 online resource, illustrations
• Subjects: 621.4; Engineering; Field programmable gate arrays; Gate array circuits; TECHNOLOGY & ENGINEERING -- Mechanical; Field programmable gate arrays; Gate array circuits; Computers -- Systems Architecture -- General; Technology & Engineering -- Electronics -- General; Technology & Engineering -- Power Resources -- General; Mathematics -- Applied; Computer architecture & logic design; Electronics engineering; Energy technology & engineering; Finance & accounting; Systems engineering; Computer science; Electronics; Finance; Technology & Engineering -- Electronics -- Circuits -- General; Circuits & components; Electronic books
• Languages: English
• ISBNs: 9783319154077; 3319154079; 3319154060; 9783319154060
• Related ISBNs: 9783319154060
• Notes: Note: Includes bibliographical references.; Note: Vendor-supplied metadata.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.