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008 150730s2015 gw | s |||| 0|eng d
020 _a9783319154077
024 7 _a10.1007/978-3-319-15407-7
_2doi
040 _bspa
_cES-MaUEC
_dES-MaUEC
050 4 _aTK7895.G36
_bF643 2015 EB
245 1 0 _aFPGA Based Accelerators for Financial Applications
_cedited by Christian De Schryver.
250 _a1st edition
264 1 _aCham
_bSpringer International Publishing
_c2015
300 _a1 recurso en línea (XVIII, 273 páginas 72 ilustraciones, 47 ilustraciones a color.)
336 _2rdacontent
_aTexto
_btxt
337 _2rdamedia
_aelectrónico
_bc
338 _2rdacarrier
_arecurso electrónico
_bcr
490 0 _aEngineering (Springer-11647)
505 0 _a10 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 3 _aThis 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.
988 _aEBSPRINGER_2018
650 7 _2embne
_9153705
_aComponentes electrónicos
700 1 _aDe Schryver, Christian.
_eeditor literario
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
_1http://viaf.org/viaf/57404743/
776 0 8 _iEdición impresa:
_z9783319154060
776 0 8 _iEdición impresa:
_z9783319154084
776 0 8 _iEdición impresa:
_z9783319362786
856 4 0 _uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-319-15407-7
_zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
942 _2lcc
_cLE