One Stop for Optimizing Your Data Center From AI to Big Data to HPC: End-to-end Solutions
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.
This article covers the Monte Carlo Methods using a simple quasi random number generator.
The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
An old Jewish fable tells about a poor man asking for advice from the rabbi. The family is large, the house is small, and it feels very crowded.
This case study discusses IntelÂ® Advanced Vector Extensions (IntelÂ® AVX) and gives an overview of the Black-Scholes valuation.
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.
Get access to source code and test workloads, plus build directions for the Black-Scholes-Merton formula.
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For more complete information about compiler optimizations, see our Optimization Notice.