FPGA Based Accelerators for Financial Applications, Softcover reprint of the original 1st ed. 2015
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.
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.
Provides a single-source reference for understanding benefits, risks and other effects of using FPGAs in finance
Describes a holistic approach to user requirements, algorithmic needs, system integration issues and low-level architectural details
Enables interdisciplinary solutions that typically require expertise from hardware engineers, software architects and IT managers to create a successful platform that is usable, flexible, fast and energy efficient
Date de parution : 10-2016
Ouvrage de 273 p.
15.5x23.5 cm
Date de parution : 08-2015
Ouvrage de 273 p.
15.5x23.5 cm