FPGA acceleration of monte-carlo based credit derivative pricing

Proceedings - 2008 International Conference on Field Programmable Logic and Applications, FPL

Volumn , Issue , 2008, Pages 329-334

  Kaganov, Alexander ^a   Chow, Paul ^a   Lakhany, Asif ^b  

^a UNIVERSITY OF TORONTO   (Canada)

^b Algorithmics Inc   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SOFTWARE; MONTE CARLO METHODS;

COLLATERALIZED DEBT OBLIGATIONS; DERIVATIVE PRICING; FINANCIAL MODELS; GAUSSIAN COPULAS; HARDWARE IMPLEMENTATIONS; INTEL XEON PROCESSORS; MONTE-CARLO SIMULATIONS; NUMBER REPRESENTATIONS; PRICING; RESOURCE UTILIZATIONS; SOFTWARE IMPLEMENTATIONS;

HARDWARE;

EID: 54949155191     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FPL.2008.4629953     Document Type: Conference Paper

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