FPGA Acceleration of Monte Carlo-based Financial Simulation: Design Challenges and Lessons Learnt
| Data(s) |
2011
|
|---|---|
| Resumo |
The simulation of interest rate derivatives is a powerful tool to face the current market fluctuations. However, the complexity of the financial models and the way they are processed require exorbitant computation times, what is in clear conflict with the need of a processing time as short as possible to operate in the financial market. To shorten the computation time of financial derivatives the use of hardware accelerators becomes a must. |
| Formato |
application/pdf |
| Identificador | |
| Idioma(s) |
spa |
| Publicador |
E.T.S.I. Telecomunicación (UPM) |
| Relação |
http://oa.upm.es/13388/1/INVE_MEM_2011_112198.pdf http://www.date-conference.com/conference/workshop-w2 info:eu-repo/semantics/altIdentifier/doi/null |
| Direitos |
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ info:eu-repo/semantics/openAccess |
| Fonte |
Proceedings of W2 Workshop on Design Methods and Tools for FPGA-Based Acceleration of Scientific Computing. | W2 Workshop on Design Methods and Tools for FPGA-Based Acceleration of Scientific Computing. | 15/03/2011 - 18/03/2011 | Grenoble, Francia |
| Palavras-Chave | #Electrónica |
| Tipo |
info:eu-repo/semantics/conferenceObject Ponencia en Congreso o Jornada PeerReviewed |
