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Making the Monte Carlo Approach Even Easier and Faster

Introduction
Authored by Andrey Naraikin (Intel) Last updated on 06/07/2017 - 12:15
Article

Building Financial Numerical Recipes with Intel Compilers

Introduction
Authored by admin Last updated on 06/07/2017 - 12:16
Article

Intel® Cilk™ Plus – Monte Carlo Sample

Sample code for the Intel Cilk Plus Monte Carlo Sample.
Authored by Joe W. (Intel) Last updated on 06/07/2017 - 12:21
Article

Intel® Cilk™ Plus - Black-Scholes Sample

The black-schole sample application to the Intel® Cilk™ Plus – The Simplest Path to Parallelism how-to guide
Authored by Joe W. (Intel) Last updated on 06/07/2017 - 12:18
Article

Overview of Summary Statistics (SS) in Intel® MKL

 

Authored by Hsin-ying Lin (Intel) Last updated on 11/24/2017 - 02:26
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
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