Acceleration of financial Monte-Carlo simulations using FPGAs

Proceedings of the 3rd Workshop on High Performance Computational Finance, WHPCF 2010

Volumn , Issue , 2010, Pages

  Thomas, David B ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL COSTS; COMPUTATIONAL FINANCE; FINANCIAL APPLICATIONS; HIGH-PERFORMANCE HARDWARE; MONTE-CARLO SIMULATIONS; PROGRAMMING MODELS; REALISTIC MODEL; SCOPE OF APPLICATION;

FIELD PROGRAMMABLE GATE ARRAYS (FPGA); HIGH LEVEL LANGUAGES; INTELLIGENT SYSTEMS; PROGRAM PROCESSORS; RISK ASSESSMENT;

FINANCE;

EID: 84880239430     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WHPCF.2010.5671823     Document Type: Conference Paper

References (12)

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