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彩虹、独角兽和性能便携性

一个古老的犹太族寓言讲述了一个穷人向拉比寻求建议,他家里人多,房子小,感觉很拥挤。拉比告诉信徒,在房子里养一只山羊,一个月后再来见他。穷人很疑惑,但是没有争辩,他将一只山羊安置在房子里。一个月以后,拉比让穷人把山羊带走,一周后再来见他。不出所料,一周后,穷人感谢拉比,他的心情舒畅多了,因为他觉得家里没有那么挤了。

Authored by Robert Geva (Intel) Last updated on 04/23/2017 - 05:23
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

用于亚洲期权定价的 Monte Carlo 模拟

This is an exercise in performance optimization on heterogeneous Intel architecture systems based on multi-core processors and manycore (MIC) coprocessors.
Authored by Mike P. (Intel) Last updated on 02/23/2017 - 22:55
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
For more complete information about compiler optimizations, see our Optimization Notice.