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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 10: Accelerating Closed-Form Heston Pricers for Calibration
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Citations

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Chapter title
Accelerating Closed-Form Heston Pricers for Calibration
Chapter number 10
Book title
FPGA Based Accelerators for Financial Applications
Published by
Springer International Publishing, January 2015
DOI 10.1007/978-3-319-15407-7_10
Book ISBNs
978-3-31-915406-0, 978-3-31-915407-7
Authors

Gongda Liu, Christian Brugger, Christian De Schryver, Norbert Wehn

Editors

Christian De Schryver

View on publisher site
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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