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Making the Monte Carlo Approach Even Easier and Faster

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Overview of Summary Statistics (SS) in Intel® MKL

 

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

Case study discusses Intel® Advanced Vector Extensions (Intel® AVX), gives an overview of Black-Scholes valuation.
Authored by Last updated on 07/06/2019 - 16:27
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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.

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O futuro da autenticação e das transações financeiras na Web (Part 1)

Já está claro para mercado financeiro formado por bancos e meios de pagamento, que apenas ter conhecimento e fazer averiguação dos dados de compra enviados pelos usuários não é suficiente para a co

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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.
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Non-Obvious Implementation Choices for the Monte Carlo Simulation

This article was written for the Monte Carlo Simulation of European Swaptions sample
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Analysis and Optimization of Financial Analytics Benchmark on Modern Multi- and Many-core IA-Based Architectures

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Optimizing the High Frequency Trading GatiRT* Application on the latest Intel® Architecture Server

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Authored by Aditi Rathi (Intel) Last updated on 07/06/2019 - 16:30