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FPGA Based Accelerators for Financial Applications

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Cover of 'FPGA Based Accelerators for Financial Applications'

Table of Contents

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    Book Overview
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    Chapter 1 10 Computational Challenges in Finance
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    Chapter 2 From Model to Application: Calibration to Market Data
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    Chapter 3 Comparative Study of Acceleration Platforms for Heston’s Stochastic Volatility Model
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    Chapter 4 Towards Automated Benchmarking and Evaluation of Heterogeneous Systems in Finance
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    Chapter 5 Is High Level Synthesis Ready for Business? An Option Pricing Case Study
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    Chapter 6 High-Bandwidth Low-Latency Interfacing with FPGA Accelerators Using PCI Express
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    Chapter 7 Pricing High-Dimensional American Options on Hybrid CPU/FPGA Systems
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    Chapter 8 Bringing Flexibility to FPGA Based Pricing Systems
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    Chapter 9 Exploiting Mixed-Precision Arithmetics in a Multilevel Monte Carlo Approach on FPGAs
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    Chapter 10 Accelerating Closed-Form Heston Pricers for Calibration
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    Chapter 11 Maxeler Data-Flow in Computational Finance
Attention for Chapter 2: From Model to Application: Calibration to Market Data
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Chapter title
From Model to Application: Calibration to Market Data
Chapter number 2
Book title
FPGA Based Accelerators for Financial Applications
Published by
Springer International Publishing, January 2015
DOI 10.1007/978-3-319-15407-7_2
Book ISBNs
978-3-31-915406-0, 978-3-31-915407-7
Authors

Tilman Sayer, Jörg Wenzel

Editors

Christian De Schryver

View on publisher site

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