000			03312nam a22005415i 4500
001			978-3-319-15407-7
003			DE-He213
005			20200421111850.0
007			cr nn 008mamaa
008			150730s2015 gw | s |||| 0|eng d
020			_a9783319154077 _9978-3-319-15407-7
024	7		_a10.1007/978-3-319-15407-7 _2doi
050		4	_aTK7888.4
072		7	_aTJFC _2bicssc
072		7	_aTEC008010 _2bisacsh
082	0	4	_a621.3815 _223
245	1	0	_aFPGA Based Accelerators for Financial Applications _h[electronic resource] / _cedited by Christian De Schryver.
250			_a1st ed. 2016.
264		1	_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2015.
300			_aXVIII, 273 p. 72 illus., 47 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_a10 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			_aThis 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.
650		0	_aEngineering.
650		0	_aEnergy.
650		0	_aMicroprocessors.
650		0	_aEconomics, Mathematical.
650		0	_aElectronics.
650		0	_aMicroelectronics.
650		0	_aElectronic circuits.
650	1	4	_aEngineering.
650	2	4	_aCircuits and Systems.
650	2	4	_aProcessor Architectures.
650	2	4	_aElectronics and Microelectronics, Instrumentation.
650	2	4	_aEnergy, general.
650	2	4	_aQuantitative Finance.
700	1		_aDe Schryver, Christian. _eeditor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783319154060
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-319-15407-7
912			_aZDB-2-ENG
942			_cEBK
999			_c56040 _d56040