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FPGA based accelerators for financia...

Schryver, Christian De.

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FPGA based accelerators for financial applications

Record Type:	Electronic resources : Monograph/item
Title/Author:	FPGA based accelerators for financial applications/ edited by Christian De Schryver.
remainder title:	Field Programmable Gate Arrays based accelerators for financial applications
other author:	Schryver, Christian De.
Published:	Cham :Springer International Publishing : : 2015.,
Description:	xviii, 273 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer eBooks
Subject:	Field programmable gate arrays. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-15407-7
ISBN:	9783319154077 (electronic bk.)

FPGA based accelerators for financial applications
FPGA based accelerators for financial applications[electronic resource] /Field Programmable Gate Arrays based accelerators for financial applicationsedited by Christian De Schryver. - Cham :Springer International Publishing :2015. - xviii, 273 p. :ill., digital ;24 cm.

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.

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.

ISBN: 9783319154077 (electronic bk.)

Standard No.: 10.1007/978-3-319-15407-7doiSubjects--Topical Terms:

666370
Field programmable gate arrays.

LC Class. No.: TK7895.G36

Dewey Class. No.: 621.4

FPGA based accelerators for financial applications
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245 0 0 $a FPGA based accelerators for financial applications $h [electronic resource] / $c edited by Christian De Schryver.
246 3 $a Field Programmable Gate Arrays based accelerators for financial applications
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xviii, 273 p. : $b ill., digital ; $c 24 cm.
505 0 $a 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.
520 $a 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.
650 0 $a Field programmable gate arrays. $3 666370
650 0 $a Gate array circuits. $3 652190
650 1 4 $a Engineering. $3 586835
650 2 4 $a Circuits and Systems. $3 896527
650 2 4 $a Processor Architectures. $3 892680
650 2 4 $a Electronics and Microelectronics, Instrumentation. $3 893838
650 2 4 $a Energy, general. $3 1531285
650 2 4 $a Quantitative Finance. $3 891090
700 1 $a Schryver, Christian De. $3 2157762
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856 4 0 $u http://dx.doi.org/10.1007/978-3-319-15407-7
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