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Case Study: Computing Black-Scholes with Intel® Advanced Vector Extensions

This case study discusses Intel® Advanced Vector Extensions (Intel® AVX) and gives an overview of the Black-Scholes valuation.
Authored by shuo-li (Intel) Last updated on 01/26/2017 - 00:49
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Optimize Financial Applications using Intel® Math Kernel Library

Intel® Math Kernel Library (Intel® MKL) contains a wealth of highly optimized math functions that are fundamental to a wide variety of Financial Applications.

Authored by Zhang, Zhang (Intel) Last updated on 06/01/2017 - 11:19
Blog post

Optimization of Data Read/Write in a Parallel Application

(This work was done by Vivek Lingegowda during his internship at Intel.)

Authored by Last updated on 06/14/2017 - 16:24
Blog post

Coding in the Big Apple at an Intel AppLab

 On May 10th in New York City Intel and Microsoft hosted an App Lab for local software developers working on applications for the Financia

Authored by Russ Beutler (Intel) Last updated on 06/14/2017 - 15:41
Blog post

Applab in Minneapolis draws top developers from Healthcare, Finance, Manufacturing and other industries.....

On May 23rd we held another Intel AppLab at the Microsoft Technology center.

Authored by Russ Beutler (Intel) Last updated on 06/14/2017 - 16:24
Article

Accelerating financial services applications using Intel® Parallel Studio XE with the Intel® Xeon Phi™ coprocessor

Improving the performance software applications is a constant challenge for software developers in the financial services industry.

Authored by admin Last updated on 06/07/2017 - 12:14
Article

Case Study: Achieving High Performance on Monte Carlo European Option Using Stepwise Optimization Framework

Read this case study that discusses the Monte Carlo method of statistical computing to solve complex scientific computing problems.
Authored by shuo-li (Intel) Last updated on 06/01/2017 - 11:26
Article

Non-Obvious Implementation Choices for the Monte Carlo Simulation

This article was written for the Monte Carlo Simulation of European Swaptions sample
Authored by Last updated on 06/07/2017 - 12:19
For more complete information about compiler optimizations, see our Optimization Notice.