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FPGA Based Accelerators for Financial Applications

Overview of attention for book
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 7: Pricing High-Dimensional American Options on Hybrid CPU/FPGA Systems
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Citations

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Chapter title
Pricing High-Dimensional American Options on Hybrid CPU/FPGA Systems
Chapter number 7
Book title
FPGA Based Accelerators for Financial Applications
Published by
Springer International Publishing, January 2015
DOI 10.1007/978-3-319-15407-7_7
Book ISBNs
978-3-31-915406-0, 978-3-31-915407-7
Authors

Javier Alejandro Varela, Christian Brugger, Songyin Tang, Norbert Wehn, Ralf Korn

Editors

Christian De Schryver

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Lecturer > Senior Lecturer 1 100%
Readers by discipline Count As %
Engineering 1 100%

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