Filters

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
Article
Article

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
Article

借助英特尔® 至强融核™ 协处理器实现卓越的 Black-Scholes 定价计算性能

1. 简介

英特尔在德国汉堡举行的国际超级计算机大会 (ISC'12) 上宣布,英特尔® 至强融核™ 将是未来所有基于英特尔® 集成众核架构(英特尔® MIC 架构)的产品的全新品牌名称。定位于超级计算机的英特尔® 至强融核™ 协处理器将拥有高达 61 个内核,可在执行复杂科学计算的过程中提供极具突破性的能耗和显著的性能提升。

Authored by shuo-li (Intel) Last updated on 06/07/2017 - 12:17
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

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

Authored by Jose Damico Last updated on 06/07/2017 - 12:21
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.