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Recipe: Using Binomial Option Pricing Code as Representative Pricing Derivative Method

Introduction
Authored by Last updated on 09/30/2019 - 17:28
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Recipe: Building and running NEMO* on Intel® Xeon Phi™ Processors

The NEMO* (Nucleus for European Modelling of the Ocean) numerical solutions framework encompasses models of ocean, sea ice, tracers, and biochemistry equations and their related physics.This recipe shows the performance advantages of using the Intel® Xeon Phi™ processor 7250.
Authored by Dmitry K. (Intel) Last updated on 10/15/2019 - 15:30
Article

Recipe: Building and Running MILC on Intel® Xeon® Processors and Intel® Xeon Phi™ Processors

MILC software represents a set of codes written by the MIMD Lattice Computation collaboration used to study quantum chromodynamics. This article provides instructions for code access, build and run directions for the “ks_imp_rhmc” application on Intel® Xeon® Gold and Intel® Xeon Phi™ processors for better performance on a single node.
Authored by Smahane Douyeb. (Intel) Last updated on 10/15/2019 - 15:30
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Recipe: ROME1.0/SML for the Intel® Xeon Phi™ Processor 7250

This article provides a recipe for how to obtain, compile, and run ROME1.0 SML on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Authored by Yu-Ping Z. (Intel) Last updated on 10/15/2019 - 15:30
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Recipe: The Black-Scholes-Merton Formula Optimization for Intel® Xeon Phi™ Processor

Financial derivative pricing is a cornerstone of quantitative finance. The most common form of financial derivatives is common stock options, which are contracts between two parties regarding buying or selling an asset (specifically shares of stock) at a certain time at an agreed price.
Authored by admin Last updated on 10/15/2019 - 15:30
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Recipe: RELION for Intel® Xeon Phi™ 7250 processor

This article provides a recipe for how to obtain, compile, and run an optimized version of relion-1.4 on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Authored by Yu-Ping Z. (Intel) Last updated on 10/15/2019 - 15:30
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Recipe: Building and Running VLPL-S for Intel® Xeon Phi™ Processors

This article provides a recipe for how to obtain, compile, and run an optimized version of VLPL-S on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Authored by Last updated on 10/15/2019 - 15:30
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Recipe: Building and Running MASNUM WAVE for Intel® Xeon Phi™ Processors

This article provides a recipe for how to obtain, compile, and run an optimized version of MASNUM WAVE (0.2 degree high resolution) workload on Intel® Xeon® processors and Intel® Xeon Phi™ processors.
Authored by Last updated on 10/15/2019 - 15:30
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Recipe: Monte Carlo European Option Pricing for Intel® Xeon Phi® Processor

This article covers the Monte Carlo Methods using a simple quasi random number generator.
Authored by admin Last updated on 10/15/2019 - 15:30
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