FPGA Based Accelerators for Financial Applications by Christian de SchryverFPGA Based Accelerators for Financial Applications by Christian de Schryver

FPGA Based Accelerators for Financial Applications

byChristian de Schryver

Hardcover | August 10, 2015

Pricing and Purchase Info

$171.59 online 
$206.95 list price save 17%
Earn 858 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

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.

Dr.-Ing. Christian De Schryver graduated in Information Technology in 2008 and received a PhD in Electrical Engineering in 2014, both from the University in Kaiserslautern, Germany. At this place, he is currently a Post-Doc and Senior Member of the Customized High Performance Computing (CHPC) research team within the Microelectronic Sy...
Loading
Title:FPGA Based Accelerators for Financial ApplicationsFormat:HardcoverDimensions:273 pagesPublished:August 10, 2015Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319154060

ISBN - 13:9783319154060

Look for similar items by category:

Reviews

Table of Contents

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.