The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
Learn about the Blach-Scholes benchmark, part of the benchmark suite of multithreaded programs that comprise the Princeton Application Repository for Shared-Memory Computers (PARSEC).
Case Study: Achieving High Performance on Monte Carlo European Option Using Stepwise Optimization FrameworkRead this case study that discusses the Monte Carlo method of statistical computing to solve complex scientific computing problems.
Contrast results for manually tuning financial data and using data layout templates in the Intel® C++ Compiler.
Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.