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Intel Solutions and Technologies for the Evolving Data Center

  One Stop for Optimizing Your Data Center From AI to Big Data to HPC: End-to-end Solutions
Authored by admin Last updated on 04/26/2017 - 16:37
Article

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 04/04/2017 - 14:11
Article

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 04/04/2017 - 14:07
Blog post

The Unfairness of Good Syntax

The unfairness of good syntax - bad syntax is a problem; good syntax is not a solution.
Authored by Robert Geva (Intel) Last updated on 04/03/2017 - 13:21
Blog post

Rainbows, Unicorns and Performance Portability

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.

Authored by Robert Geva (Intel) Last updated on 03/31/2017 - 10:00
Article

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
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 01/26/2017 - 00:49
Article

Black-Scholes-Merton Formula on Intel® Xeon Phi™ Coprocessor

Get access to source code and test workloads, plus build directions for the Black-Scholes-Merton formula.
Authored by shuo-li (Intel) Last updated on 01/26/2017 - 00:49
Article

Monte Carlo Method for Stock Options Pricing Sample

Download for Windows*

Authored by Vadim Kartoshkin (Intel) Last updated on 01/26/2017 - 00:49
For more complete information about compiler optimizations, see our Optimization Notice.