Improving the performance software applications is a constant challenge for software developers in the financial services industry. This webinar provides an overview of how to accelerate these computations, especially Monte Carlo and Black-Scholes, using a combination of the new Intel® Xeon Phi™ coprocessor and the Intel® Parallel Studio XE suite of software development tools. Areas explored include performance analysis, threading, vectorization, math library usage and compiler optimization.
Accelerating financial services applications using Intel® Parallel Studio XE with the Intel® Xeon Phi™ coprocessor
For more complete information about compiler optimizations, see our Optimization Notice.