LEADER 04231nam  22007215  450 
001 9910299839103321
005 20200706093156.0
010   $a3-319-15407-9
024 7 $a10.1007/978-3-319-15407-7
035   $a(CKB)3710000000454106
035   $a(EBL)3567978
035   $a(SSID)ssj0001534700
035   $a(PQKBManifestationID)11821367
035   $a(PQKBTitleCode)TC0001534700
035   $a(PQKBWorkID)11496487
035   $a(PQKB)10567736
035   $a(DE-He213)978-3-319-15407-7
035   $a(MiAaPQ)EBC3567978
035   $a(PPN)187684251
035   $a(EXLCZ)993710000000454106
100   $a20150730d2015      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFPGA Based Accelerators for Financial Applications /$fedited by Christian De Schryver
205   $a1st ed. 2015.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015.
215   $a1 online resource (288 p.)
300   $aDescription based upon print version of record.
311   $a3-319-15406-0 
320   $aIncludes bibliographical references at the end of each chapters.
327   $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.
330   $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.
606   $aElectronic circuits
606   $aMicroprocessors
606   $aElectronics
606   $aMicroelectronics
606   $aEnergy
606   $aEconomics, Mathematical 
606   $aCircuits and Systems$3https://scigraph.springernature.com/ontologies/product-market-codes/T24068
606   $aProcessor Architectures$3https://scigraph.springernature.com/ontologies/product-market-codes/I13014
606   $aElectronics and Microelectronics, Instrumentation$3https://scigraph.springernature.com/ontologies/product-market-codes/T24027
606   $aEnergy, general$3https://scigraph.springernature.com/ontologies/product-market-codes/100000
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
615  0$aElectronic circuits.
615  0$aMicroprocessors.
615  0$aElectronics.
615  0$aMicroelectronics.
615  0$aEnergy.
615  0$aEconomics, Mathematical .
615 14$aCircuits and Systems.
615 24$aProcessor Architectures.
615 24$aElectronics and Microelectronics, Instrumentation.
615 24$aEnergy, general.
615 24$aQuantitative Finance.
676   $a620
702   $aDe Schryver$b Christian$4edt$4http://id.loc.gov/vocabulary/relators/edt
906   $aBOOK
912   $a9910299839103321
996   $aFPGA Based Accelerators for Financial Applications$91412226
997   $aUNINA