FPGA Based Accelerators for Financial Applications (Record no. 56040)
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fixed length control field | 03312nam a22005415i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-319-15407-7 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20200421111850.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 150730s2015 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9783319154077 |
-- | 978-3-319-15407-7 |
082 04 - CLASSIFICATION NUMBER | |
Call Number | 621.3815 |
245 10 - TITLE STATEMENT | |
Title | FPGA Based Accelerators for Financial Applications |
250 ## - EDITION STATEMENT | |
Edition statement | 1st ed. 2016. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | XVIII, 273 p. 72 illus., 47 illus. in color. |
505 0# - FORMATTED CONTENTS NOTE | |
Remark 2 | 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. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
700 1# - AUTHOR 2 | |
Author 2 | De Schryver, Christian. |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-319-15407-7 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eBooks |
264 #1 - | |
-- | Cham : |
-- | Springer International Publishing : |
-- | Imprint: Springer, |
-- | 2015. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Engineering. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Energy. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Microprocessors. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Economics, Mathematical. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Electronics. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Microelectronics. |
650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Electronic circuits. |
650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Engineering. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Circuits and Systems. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Processor Architectures. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Electronics and Microelectronics, Instrumentation. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Energy, general. |
650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
-- | Quantitative Finance. |
912 ## - | |
-- | ZDB-2-ENG |
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